NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 88.10 87.56 -0.54 -0.6% 86.03
High 88.43 89.47 1.04 1.2% 88.07
Low 86.21 87.19 0.98 1.1% 76.61
Close 87.18 88.05 0.87 1.0% 86.05
Range 2.22 2.28 0.06 2.7% 11.46
ATR 3.56 3.47 -0.09 -2.6% 0.00
Volume 48,136 44,016 -4,120 -8.6% 377,610
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.08 93.84 89.30
R3 92.80 91.56 88.68
R2 90.52 90.52 88.47
R1 89.28 89.28 88.26 89.90
PP 88.24 88.24 88.24 88.55
S1 87.00 87.00 87.84 87.62
S2 85.96 85.96 87.63
S3 83.68 84.72 87.42
S4 81.40 82.44 86.80
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 117.96 113.46 92.35
R3 106.50 102.00 89.20
R2 95.04 95.04 88.15
R1 90.54 90.54 87.10 92.79
PP 83.58 83.58 83.58 84.70
S1 79.08 79.08 85.00 81.33
S2 72.12 72.12 83.95
S3 60.66 67.62 82.90
S4 49.20 56.16 79.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.47 81.88 7.59 8.6% 3.23 3.7% 81% True False 60,852
10 93.27 76.61 16.66 18.9% 4.35 4.9% 69% False False 61,782
20 101.39 76.61 24.78 28.1% 3.40 3.9% 46% False False 47,861
40 101.39 76.61 24.78 28.1% 3.00 3.4% 46% False False 37,524
60 104.85 76.61 28.24 32.1% 2.84 3.2% 41% False False 30,101
80 115.57 76.61 38.96 44.2% 3.04 3.5% 29% False False 24,840
100 115.57 76.61 38.96 44.2% 2.79 3.2% 29% False False 21,439
120 115.57 76.61 38.96 44.2% 2.68 3.0% 29% False False 19,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.16
2.618 95.44
1.618 93.16
1.000 91.75
0.618 90.88
HIGH 89.47
0.618 88.60
0.500 88.33
0.382 88.06
LOW 87.19
0.618 85.78
1.000 84.91
1.618 83.50
2.618 81.22
4.250 77.50
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 88.33 87.80
PP 88.24 87.54
S1 88.14 87.29

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

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