NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 87.26 86.03 -1.23 -1.4% 97.57
High 89.01 86.06 -2.95 -3.3% 99.35
Low 83.79 81.09 -2.70 -3.2% 83.79
Close 87.80 82.20 -5.60 -6.4% 87.80
Range 5.22 4.97 -0.25 -4.8% 15.56
ATR 3.06 3.32 0.26 8.5% 0.00
Volume 64,148 69,401 5,253 8.2% 212,222
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 98.03 95.08 84.93
R3 93.06 90.11 83.57
R2 88.09 88.09 83.11
R1 85.14 85.14 82.66 84.13
PP 83.12 83.12 83.12 82.61
S1 80.17 80.17 81.74 79.16
S2 78.15 78.15 81.29
S3 73.18 75.20 80.83
S4 68.21 70.23 79.47
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 96.51 81.09 15.42 18.8% 4.31 5.2% 7% False True 50,192
10 101.39 81.09 20.30 24.7% 3.51 4.3% 5% False True 40,940
20 101.39 81.09 20.30 24.7% 3.07 3.7% 5% False True 35,372
40 101.49 81.09 20.40 24.8% 2.82 3.4% 5% False True 29,480
60 104.85 81.09 23.76 28.9% 2.72 3.3% 5% False True 23,764
80 115.57 81.09 34.48 41.9% 2.87 3.5% 3% False True 19,920
100 115.57 81.09 34.48 41.9% 2.65 3.2% 3% False True 17,487
120 115.57 81.09 34.48 41.9% 2.61 3.2% 3% False True 16,197
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 3 trading days
Fibonacci Retracements and Extensions
4.250 107.18
2.618 99.07
1.618 94.10
1.000 91.03
0.618 89.13
HIGH 86.06
0.618 84.16
0.500 83.58
0.382 82.99
LOW 81.09
0.618 78.02
1.000 76.12
1.618 73.05
2.618 68.08
4.250 59.97
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 83.58 87.18
PP 83.12 85.52
S1 82.66 83.86

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

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