NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 87.54 88.79 1.25 1.4% 82.27
High 89.21 89.54 0.33 0.4% 86.59
Low 86.46 87.67 1.21 1.4% 81.18
Close 88.90 88.81 -0.09 -0.1% 85.37
Range 2.75 1.87 -0.88 -32.0% 5.41
ATR 3.41 3.30 -0.11 -3.2% 0.00
Volume 297,735 295,871 -1,864 -0.6% 1,598,897
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.28 93.42 89.84
R3 92.41 91.55 89.32
R2 90.54 90.54 89.15
R1 89.68 89.68 88.98 90.11
PP 88.67 88.67 88.67 88.89
S1 87.81 87.81 88.64 88.24
S2 86.80 86.80 88.47
S3 84.93 85.94 88.30
S4 83.06 84.07 87.78
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 89.54 82.95 6.59 7.4% 2.67 3.0% 89% True False 280,294
10 89.54 79.38 10.16 11.4% 3.29 3.7% 93% True False 291,553
20 92.95 76.15 16.80 18.9% 3.87 4.4% 75% False False 212,923
40 101.00 76.15 24.85 28.0% 3.30 3.7% 51% False False 134,401
60 103.76 76.15 27.61 31.1% 3.10 3.5% 46% False False 101,168
80 105.81 76.15 29.66 33.4% 3.09 3.5% 43% False False 80,021
100 115.58 76.15 39.43 44.4% 3.11 3.5% 32% False False 66,174
120 115.58 76.15 39.43 44.4% 2.90 3.3% 32% False False 56,441
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 97.49
2.618 94.44
1.618 92.57
1.000 91.41
0.618 90.70
HIGH 89.54
0.618 88.83
0.500 88.61
0.382 88.38
LOW 87.67
0.618 86.51
1.000 85.80
1.618 84.64
2.618 82.77
4.250 79.72
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 88.74 88.32
PP 88.67 87.82
S1 88.61 87.33

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

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