NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 93.98 92.97 -1.01 -1.1% 100.58
High 94.55 93.27 -1.28 -1.4% 101.39
Low 92.09 86.94 -5.15 -5.6% 95.90
Close 92.78 87.49 -5.29 -5.7% 96.60
Range 2.46 6.33 3.87 157.3% 5.49
ATR 2.63 2.89 0.26 10.1% 0.00
Volume 39,078 39,465 387 1.0% 163,616
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 108.22 104.19 90.97
R3 101.89 97.86 89.23
R2 95.56 95.56 88.65
R1 91.53 91.53 88.07 90.38
PP 89.23 89.23 89.23 88.66
S1 85.20 85.20 86.91 84.05
S2 82.90 82.90 86.33
S3 76.57 78.87 85.75
S4 70.24 72.54 84.01
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.43 111.01 99.62
R3 108.94 105.52 98.11
R2 103.45 103.45 97.61
R1 100.03 100.03 97.10 99.00
PP 97.96 97.96 97.96 97.45
S1 94.54 94.54 96.10 93.51
S2 92.47 92.47 95.59
S3 86.98 89.05 95.09
S4 81.49 83.56 93.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.35 86.94 12.41 14.2% 3.74 4.3% 4% False True 34,972
10 101.39 86.94 14.45 16.5% 2.79 3.2% 4% False True 35,297
20 101.39 86.94 14.45 16.5% 2.83 3.2% 4% False True 32,335
40 104.00 86.94 17.06 19.5% 2.68 3.1% 3% False True 27,627
60 105.74 86.94 18.80 21.5% 2.74 3.1% 3% False True 21,995
80 115.57 86.94 28.63 32.7% 2.81 3.2% 2% False True 18,497
100 115.57 86.94 28.63 32.7% 2.62 3.0% 2% False True 16,254
120 115.57 86.94 28.63 32.7% 2.55 2.9% 2% False True 15,178
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 0.60
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 120.17
2.618 109.84
1.618 103.51
1.000 99.60
0.618 97.18
HIGH 93.27
0.618 90.85
0.500 90.11
0.382 89.36
LOW 86.94
0.618 83.03
1.000 80.61
1.618 76.70
2.618 70.37
4.250 60.04
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 90.11 91.73
PP 89.23 90.31
S1 88.36 88.90

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

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