NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 87.56 87.88 0.32 0.4% 86.03
High 89.47 87.97 -1.50 -1.7% 88.07
Low 87.19 81.61 -5.58 -6.4% 76.61
Close 88.05 82.83 -5.22 -5.9% 86.05
Range 2.28 6.36 4.08 178.9% 11.46
ATR 3.47 3.68 0.21 6.1% 0.00
Volume 44,016 52,242 8,226 18.7% 377,610
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 103.22 99.38 86.33
R3 96.86 93.02 84.58
R2 90.50 90.50 84.00
R1 86.66 86.66 83.41 85.40
PP 84.14 84.14 84.14 83.51
S1 80.30 80.30 82.25 79.04
S2 77.78 77.78 81.66
S3 71.42 73.94 81.08
S4 65.06 67.58 79.33
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 81.61 7.86 9.5% 3.55 4.3% 16% False True 57,065
10 89.47 76.61 12.86 15.5% 4.36 5.3% 48% False False 63,060
20 101.39 76.61 24.78 29.9% 3.57 4.3% 25% False False 49,178
40 101.39 76.61 24.78 29.9% 3.10 3.7% 25% False False 38,527
60 104.85 76.61 28.24 34.1% 2.91 3.5% 22% False False 30,834
80 115.57 76.61 38.96 47.0% 3.11 3.8% 16% False False 25,430
100 115.57 76.61 38.96 47.0% 2.84 3.4% 16% False False 21,900
120 115.57 76.61 38.96 47.0% 2.71 3.3% 16% False False 19,578
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 0.86
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 115.00
2.618 104.62
1.618 98.26
1.000 94.33
0.618 91.90
HIGH 87.97
0.618 85.54
0.500 84.79
0.382 84.04
LOW 81.61
0.618 77.68
1.000 75.25
1.618 71.32
2.618 64.96
4.250 54.58
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 84.79 85.54
PP 84.14 84.64
S1 83.48 83.73

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

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