NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 84.45 85.67 1.22 1.4% 85.90
High 86.39 86.59 0.20 0.2% 89.19
Low 83.40 84.55 1.15 1.4% 79.38
Close 85.44 85.16 -0.28 -0.3% 82.41
Range 2.99 2.04 -0.95 -31.8% 9.81
ATR 3.73 3.61 -0.12 -3.2% 0.00
Volume 337,462 280,078 -57,384 -17.0% 878,749
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 91.55 90.40 86.28
R3 89.51 88.36 85.72
R2 87.47 87.47 85.53
R1 86.32 86.32 85.35 85.88
PP 85.43 85.43 85.43 85.21
S1 84.28 84.28 84.97 83.84
S2 83.39 83.39 84.79
S3 81.35 82.24 84.60
S4 79.31 80.20 84.04
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 87.71 79.38 8.33 9.8% 3.90 4.6% 69% False False 302,813
10 89.19 79.38 9.81 11.5% 3.60 4.2% 59% False False 218,786
20 98.95 76.15 22.80 26.8% 3.91 4.6% 40% False False 160,005
40 101.00 76.15 24.85 29.2% 3.25 3.8% 36% False False 104,026
60 104.65 76.15 28.50 33.5% 3.07 3.6% 32% False False 79,600
80 113.77 76.15 37.62 44.2% 3.26 3.8% 24% False False 63,307
100 115.58 76.15 39.43 46.3% 3.04 3.6% 23% False False 52,589
120 115.58 76.15 39.43 46.3% 2.90 3.4% 23% False False 45,175
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.97
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 95.26
2.618 91.93
1.618 89.89
1.000 88.63
0.618 87.85
HIGH 86.59
0.618 85.81
0.500 85.57
0.382 85.33
LOW 84.55
0.618 83.29
1.000 82.51
1.618 81.25
2.618 79.21
4.250 75.88
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 85.57 84.74
PP 85.43 84.31
S1 85.30 83.89

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

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