NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 81.45 82.27 0.82 1.0% 85.90
High 83.78 84.80 1.02 1.2% 89.19
Low 79.38 81.18 1.80 2.3% 79.38
Close 82.41 84.42 2.01 2.4% 82.41
Range 4.40 3.62 -0.78 -17.7% 9.81
ATR 3.80 3.78 -0.01 -0.3% 0.00
Volume 377,274 366,098 -11,176 -3.0% 878,749
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.33 92.99 86.41
R3 90.71 89.37 85.42
R2 87.09 87.09 85.08
R1 85.75 85.75 84.75 86.42
PP 83.47 83.47 83.47 83.80
S1 82.13 82.13 84.09 82.80
S2 79.85 79.85 83.76
S3 76.23 78.51 83.42
S4 72.61 74.89 82.43
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 113.09 107.56 87.81
R3 103.28 97.75 85.11
R2 93.47 93.47 84.21
R1 87.94 87.94 83.31 85.80
PP 83.66 83.66 83.66 82.59
S1 78.13 78.13 81.51 75.99
S2 73.85 73.85 80.61
S3 64.04 68.32 79.71
S4 54.23 58.51 77.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.19 79.38 9.81 11.6% 3.81 4.5% 51% False False 230,897
10 89.19 76.15 13.04 15.4% 4.18 4.9% 63% False False 188,201
20 101.00 76.15 24.85 29.4% 3.91 4.6% 33% False False 135,648
40 101.00 76.15 24.85 29.4% 3.23 3.8% 33% False False 90,681
60 104.65 76.15 28.50 33.8% 3.07 3.6% 29% False False 70,054
80 115.58 76.15 39.43 46.7% 3.27 3.9% 21% False False 55,836
100 115.58 76.15 39.43 46.7% 3.02 3.6% 21% False False 46,598
120 115.58 76.15 39.43 46.7% 2.88 3.4% 21% False False 40,181
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.19
2.618 94.28
1.618 90.66
1.000 88.42
0.618 87.04
HIGH 84.80
0.618 83.42
0.500 82.99
0.382 82.56
LOW 81.18
0.618 78.94
1.000 77.56
1.618 75.32
2.618 71.70
4.250 65.80
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 83.94 84.13
PP 83.47 83.84
S1 82.99 83.55

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These figures are updated between 7pm and 10pm EST after a trading day.

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