NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 88.73 88.78 0.05 0.1% 85.33
High 89.90 88.99 -0.91 -1.0% 89.90
Low 88.21 85.43 -2.78 -3.2% 85.11
Close 88.93 86.45 -2.48 -2.8% 86.45
Range 1.69 3.56 1.87 110.7% 4.79
ATR 3.19 3.21 0.03 0.8% 0.00
Volume 262,289 289,894 27,605 10.5% 1,338,395
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 97.64 95.60 88.41
R3 94.08 92.04 87.43
R2 90.52 90.52 87.10
R1 88.48 88.48 86.78 87.72
PP 86.96 86.96 86.96 86.58
S1 84.92 84.92 86.12 84.16
S2 83.40 83.40 85.80
S3 79.84 81.36 85.47
S4 76.28 77.80 84.49
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.52 98.78 89.08
R3 96.73 93.99 87.77
R2 91.94 91.94 87.33
R1 89.20 89.20 86.89 90.57
PP 87.15 87.15 87.15 87.84
S1 84.41 84.41 86.01 85.78
S2 82.36 82.36 85.57
S3 77.57 79.62 85.13
S4 72.78 74.83 83.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.90 85.11 4.79 5.5% 2.48 2.9% 28% False False 267,679
10 89.90 81.18 8.72 10.1% 2.73 3.2% 60% False False 293,729
20 89.90 76.15 13.75 15.9% 3.54 4.1% 75% False False 229,926
40 101.00 76.15 24.85 28.7% 3.28 3.8% 41% False False 145,864
60 103.41 76.15 27.26 31.5% 3.10 3.6% 38% False False 109,249
80 104.65 76.15 28.50 33.0% 3.02 3.5% 36% False False 86,500
100 115.58 76.15 39.43 45.6% 3.09 3.6% 26% False False 71,481
120 115.58 76.15 39.43 45.6% 2.89 3.3% 26% False False 60,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.12
2.618 98.31
1.618 94.75
1.000 92.55
0.618 91.19
HIGH 88.99
0.618 87.63
0.500 87.21
0.382 86.79
LOW 85.43
0.618 83.23
1.000 81.87
1.618 79.67
2.618 76.11
4.250 70.30
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 87.21 87.67
PP 86.96 87.26
S1 86.70 86.86

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

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