NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 88.79 88.73 -0.06 -0.1% 82.27
High 89.54 89.90 0.36 0.4% 86.59
Low 87.67 88.21 0.54 0.6% 81.18
Close 88.81 88.93 0.12 0.1% 85.37
Range 1.87 1.69 -0.18 -9.6% 5.41
ATR 3.30 3.19 -0.12 -3.5% 0.00
Volume 295,871 262,289 -33,582 -11.4% 1,598,897
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.08 93.20 89.86
R3 92.39 91.51 89.39
R2 90.70 90.70 89.24
R1 89.82 89.82 89.08 90.26
PP 89.01 89.01 89.01 89.24
S1 88.13 88.13 88.78 88.57
S2 87.32 87.32 88.62
S3 85.63 86.44 88.47
S4 83.94 84.75 88.00
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 89.90 82.95 6.95 7.8% 2.30 2.6% 86% True False 263,428
10 89.90 79.38 10.52 11.8% 2.81 3.2% 91% True False 302,467
20 89.90 76.15 13.75 15.5% 3.63 4.1% 93% True False 222,056
40 101.00 76.15 24.85 27.9% 3.28 3.7% 51% False False 140,117
60 103.76 76.15 27.61 31.0% 3.07 3.5% 46% False False 105,090
80 105.81 76.15 29.66 33.4% 3.06 3.4% 43% False False 83,078
100 115.58 76.15 39.43 44.3% 3.09 3.5% 32% False False 68,697
120 115.58 76.15 39.43 44.3% 2.90 3.3% 32% False False 58,562
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 97.08
2.618 94.32
1.618 92.63
1.000 91.59
0.618 90.94
HIGH 89.90
0.618 89.25
0.500 89.06
0.382 88.86
LOW 88.21
0.618 87.17
1.000 86.52
1.618 85.48
2.618 83.79
4.250 81.03
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 89.06 88.68
PP 89.01 88.43
S1 88.97 88.18

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

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