NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 92.97 87.26 -5.71 -6.1% 97.57
High 93.27 89.01 -4.26 -4.6% 99.35
Low 86.94 83.79 -3.15 -3.6% 83.79
Close 87.49 87.80 0.31 0.4% 87.80
Range 6.33 5.22 -1.11 -17.5% 15.56
ATR 2.89 3.06 0.17 5.7% 0.00
Volume 39,465 64,148 24,683 62.5% 212,222
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 102.53 100.38 90.67
R3 97.31 95.16 89.24
R2 92.09 92.09 88.76
R1 89.94 89.94 88.28 91.02
PP 86.87 86.87 86.87 87.40
S1 84.72 84.72 87.32 85.80
S2 81.65 81.65 86.84
S3 76.43 79.50 86.36
S4 71.21 74.28 84.93
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.99 127.96 96.36
R3 121.43 112.40 92.08
R2 105.87 105.87 90.65
R1 96.84 96.84 89.23 93.58
PP 90.31 90.31 90.31 88.68
S1 81.28 81.28 86.37 78.02
S2 74.75 74.75 84.95
S3 59.19 65.72 83.52
S4 43.63 50.16 79.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.35 83.79 15.56 17.7% 4.30 4.9% 26% False True 42,444
10 101.39 83.79 17.60 20.0% 3.15 3.6% 23% False True 37,583
20 101.39 83.79 17.60 20.0% 2.92 3.3% 23% False True 33,546
40 103.57 83.79 19.78 22.5% 2.77 3.2% 20% False True 28,594
60 104.85 83.79 21.06 24.0% 2.71 3.1% 19% False True 22,876
80 115.57 83.79 31.78 36.2% 2.83 3.2% 13% False True 19,179
100 115.57 83.79 31.78 36.2% 2.63 3.0% 13% False True 16,864
120 115.57 83.79 31.78 36.2% 2.58 2.9% 13% False True 15,665
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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.20
2.618 102.68
1.618 97.46
1.000 94.23
0.618 92.24
HIGH 89.01
0.618 87.02
0.500 86.40
0.382 85.78
LOW 83.79
0.618 80.56
1.000 78.57
1.618 75.34
2.618 70.12
4.250 61.61
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 87.33 89.17
PP 86.87 88.71
S1 86.40 88.26

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

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