NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 85.67 85.17 -0.50 -0.6% 85.90
High 86.59 86.56 -0.03 0.0% 89.19
Low 84.55 83.01 -1.54 -1.8% 79.38
Close 85.16 85.30 0.14 0.2% 82.41
Range 2.04 3.55 1.51 74.0% 9.81
ATR 3.61 3.60 0.00 -0.1% 0.00
Volume 280,078 346,619 66,541 23.8% 878,749
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.61 94.00 87.25
R3 92.06 90.45 86.28
R2 88.51 88.51 85.95
R1 86.90 86.90 85.63 87.71
PP 84.96 84.96 84.96 85.36
S1 83.35 83.35 84.97 84.16
S2 81.41 81.41 84.65
S3 77.86 79.80 84.32
S4 74.31 76.25 83.35
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 86.59 79.38 7.21 8.5% 3.32 3.9% 82% False False 341,506
10 89.19 79.38 9.81 11.5% 3.46 4.1% 60% False False 238,292
20 98.95 76.15 22.80 26.7% 4.01 4.7% 40% False False 173,695
40 101.00 76.15 24.85 29.1% 3.26 3.8% 37% False False 111,685
60 103.76 76.15 27.61 32.4% 3.08 3.6% 33% False False 85,128
80 112.13 76.15 35.98 42.2% 3.28 3.8% 25% False False 67,544
100 115.58 76.15 39.43 46.2% 3.06 3.6% 23% False False 55,964
120 115.58 76.15 39.43 46.2% 2.90 3.4% 23% False False 47,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.65
2.618 95.85
1.618 92.30
1.000 90.11
0.618 88.75
HIGH 86.56
0.618 85.20
0.500 84.79
0.382 84.37
LOW 83.01
0.618 80.82
1.000 79.46
1.618 77.27
2.618 73.72
4.250 67.92
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 85.13 85.13
PP 84.96 84.97
S1 84.79 84.80

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

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