NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 81.94 82.83 0.89 1.1% 97.57
High 83.88 83.92 0.04 0.0% 99.35
Low 76.61 80.34 3.73 4.9% 83.79
Close 80.14 83.71 3.57 4.5% 87.80
Range 7.27 3.58 -3.69 -50.8% 15.56
ATR 3.60 3.62 0.01 0.4% 0.00
Volume 68,044 72,502 4,458 6.6% 212,222
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.40 92.13 85.68
R3 89.82 88.55 84.69
R2 86.24 86.24 84.37
R1 84.97 84.97 84.04 85.61
PP 82.66 82.66 82.66 82.97
S1 81.39 81.39 83.38 82.03
S2 79.08 79.08 83.05
S3 75.50 77.81 82.73
S4 71.92 74.23 81.74
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 93.27 76.61 16.66 19.9% 5.47 6.5% 43% False False 62,712
10 99.35 76.61 22.74 27.2% 4.11 4.9% 31% False False 48,666
20 101.39 76.61 24.78 29.6% 3.30 3.9% 29% False False 39,265
40 101.49 76.61 24.88 29.7% 2.95 3.5% 29% False False 31,896
60 104.85 76.61 28.24 33.7% 2.80 3.3% 25% False False 25,779
80 115.57 76.61 38.96 46.5% 2.96 3.5% 18% False False 21,413
100 115.57 76.61 38.96 46.5% 2.69 3.2% 18% False False 18,792
120 115.57 76.61 38.96 46.5% 2.68 3.2% 18% False False 17,267
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.85
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.14
2.618 93.29
1.618 89.71
1.000 87.50
0.618 86.13
HIGH 83.92
0.618 82.55
0.500 82.13
0.382 81.71
LOW 80.34
0.618 78.13
1.000 76.76
1.618 74.55
2.618 70.97
4.250 65.13
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 83.18 82.92
PP 82.66 82.13
S1 82.13 81.34

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

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