NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 88.78 86.46 -2.32 -2.6% 85.33
High 88.99 86.60 -2.39 -2.7% 89.90
Low 85.43 83.20 -2.23 -2.6% 85.11
Close 86.45 86.02 -0.43 -0.5% 86.45
Range 3.56 3.40 -0.16 -4.5% 4.79
ATR 3.21 3.23 0.01 0.4% 0.00
Volume 289,894 307,284 17,390 6.0% 1,338,395
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.47 94.15 87.89
R3 92.07 90.75 86.96
R2 88.67 88.67 86.64
R1 87.35 87.35 86.33 86.31
PP 85.27 85.27 85.27 84.76
S1 83.95 83.95 85.71 82.91
S2 81.87 81.87 85.40
S3 78.47 80.55 85.09
S4 75.07 77.15 84.15
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 83.20 6.70 7.8% 2.65 3.1% 42% False True 290,614
10 89.90 82.95 6.95 8.1% 2.71 3.1% 44% False False 287,847
20 89.90 76.15 13.75 16.0% 3.44 4.0% 72% False False 238,024
40 101.00 76.15 24.85 28.9% 3.31 3.9% 40% False False 152,412
60 101.12 76.15 24.97 29.0% 3.10 3.6% 40% False False 113,693
80 104.65 76.15 28.50 33.1% 3.00 3.5% 35% False False 90,092
100 115.58 76.15 39.43 45.8% 3.10 3.6% 25% False False 74,441
120 115.58 76.15 39.43 45.8% 2.90 3.4% 25% False False 63,449
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 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.05
2.618 95.50
1.618 92.10
1.000 90.00
0.618 88.70
HIGH 86.60
0.618 85.30
0.500 84.90
0.382 84.50
LOW 83.20
0.618 81.10
1.000 79.80
1.618 77.70
2.618 74.30
4.250 68.75
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 85.65 86.55
PP 85.27 86.37
S1 84.90 86.20

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

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