NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 82.27 84.45 2.18 2.6% 85.90
High 84.80 86.39 1.59 1.9% 89.19
Low 81.18 83.40 2.22 2.7% 79.38
Close 84.42 85.44 1.02 1.2% 82.41
Range 3.62 2.99 -0.63 -17.4% 9.81
ATR 3.78 3.73 -0.06 -1.5% 0.00
Volume 366,098 337,462 -28,636 -7.8% 878,749
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.05 92.73 87.08
R3 91.06 89.74 86.26
R2 88.07 88.07 85.99
R1 86.75 86.75 85.71 87.41
PP 85.08 85.08 85.08 85.41
S1 83.76 83.76 85.17 84.42
S2 82.09 82.09 84.89
S3 79.10 80.77 84.62
S4 76.11 77.78 83.80
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 11.5% 3.96 4.6% 62% False False 277,316
10 89.19 79.38 9.81 11.5% 3.75 4.4% 62% False False 207,854
20 99.91 76.15 23.76 27.8% 3.92 4.6% 39% False False 149,566
40 101.00 76.15 24.85 29.1% 3.26 3.8% 37% False False 97,876
60 104.65 76.15 28.50 33.4% 3.10 3.6% 33% False False 75,182
80 115.58 76.15 39.43 46.1% 3.28 3.8% 24% False False 59,925
100 115.58 76.15 39.43 46.1% 3.04 3.6% 24% False False 49,876
120 115.58 76.15 39.43 46.1% 2.89 3.4% 24% False False 42,911
Crabel Price Patterns
NR True
NR4 True
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 1.02
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.10
2.618 94.22
1.618 91.23
1.000 89.38
0.618 88.24
HIGH 86.39
0.618 85.25
0.500 84.90
0.382 84.54
LOW 83.40
0.618 81.55
1.000 80.41
1.618 78.56
2.618 75.57
4.250 70.69
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 85.26 84.59
PP 85.08 83.74
S1 84.90 82.89

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

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