NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 85.17 85.09 -0.08 -0.1% 82.27
High 86.56 85.64 -0.92 -1.1% 86.59
Low 83.01 82.95 -0.06 -0.1% 81.18
Close 85.30 85.37 0.07 0.1% 85.37
Range 3.55 2.69 -0.86 -24.2% 5.41
ATR 3.60 3.54 -0.07 -1.8% 0.00
Volume 346,619 268,640 -77,979 -22.5% 1,598,897
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 92.72 91.74 86.85
R3 90.03 89.05 86.11
R2 87.34 87.34 85.86
R1 86.36 86.36 85.62 86.85
PP 84.65 84.65 84.65 84.90
S1 83.67 83.67 85.12 84.16
S2 81.96 81.96 84.88
S3 79.27 80.98 84.63
S4 76.58 78.29 83.89
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 100.61 98.40 88.35
R3 95.20 92.99 86.86
R2 89.79 89.79 86.36
R1 87.58 87.58 85.87 88.69
PP 84.38 84.38 84.38 84.93
S1 82.17 82.17 84.87 83.28
S2 78.97 78.97 84.38
S3 73.56 76.76 83.88
S4 68.15 71.35 82.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.59 81.18 5.41 6.3% 2.98 3.5% 77% False False 319,779
10 89.19 79.38 9.81 11.5% 3.39 4.0% 61% False False 247,764
20 98.95 76.15 22.80 26.7% 4.02 4.7% 40% False False 184,678
40 101.00 76.15 24.85 29.1% 3.28 3.8% 37% False False 117,439
60 103.76 76.15 27.61 32.3% 3.08 3.6% 33% False False 89,352
80 109.94 76.15 33.79 39.6% 3.28 3.8% 27% False False 70,779
100 115.58 76.15 39.43 46.2% 3.08 3.6% 23% False False 58,573
120 115.58 76.15 39.43 46.2% 2.91 3.4% 23% False False 50,124
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 0.92
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.07
2.618 92.68
1.618 89.99
1.000 88.33
0.618 87.30
HIGH 85.64
0.618 84.61
0.500 84.30
0.382 83.98
LOW 82.95
0.618 81.29
1.000 80.26
1.618 78.60
2.618 75.91
4.250 71.52
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 85.01 85.17
PP 84.65 84.97
S1 84.30 84.77

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

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