NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 85.96 85.82 -0.14 -0.2% 86.18
High 86.92 86.93 0.01 0.0% 89.47
Low 84.93 83.41 -1.52 -1.8% 79.76
Close 85.53 85.64 0.11 0.1% 82.77
Range 1.99 3.52 1.53 76.9% 9.71
ATR 3.54 3.54 0.00 0.0% 0.00
Volume 70,865 62,966 -7,899 -11.1% 245,610
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.89 94.28 87.58
R3 92.37 90.76 86.61
R2 88.85 88.85 86.29
R1 87.24 87.24 85.96 86.29
PP 85.33 85.33 85.33 84.85
S1 83.72 83.72 85.32 82.77
S2 81.81 81.81 84.99
S3 78.29 80.20 84.67
S4 74.77 76.68 83.70
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 113.13 107.66 88.11
R3 103.42 97.95 85.44
R2 93.71 93.71 84.55
R1 88.24 88.24 83.66 86.12
PP 84.00 84.00 84.00 82.94
S1 78.53 78.53 81.88 76.41
S2 74.29 74.29 80.99
S3 64.58 68.82 80.10
S4 54.87 59.11 77.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.93 79.76 7.17 8.4% 3.27 3.8% 82% True False 61,382
10 89.47 79.76 9.71 11.3% 3.41 4.0% 61% False False 59,224
20 99.35 76.61 22.74 26.6% 3.93 4.6% 40% False False 55,618
40 101.39 76.61 24.78 28.9% 3.18 3.7% 36% False False 42,548
60 104.00 76.61 27.39 32.0% 2.98 3.5% 33% False False 35,048
80 112.05 76.61 35.44 41.4% 3.17 3.7% 25% False False 28,869
100 115.57 76.61 38.96 45.5% 2.94 3.4% 23% False False 24,522
120 115.57 76.61 38.96 45.5% 2.77 3.2% 23% False False 21,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.95
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.89
2.618 96.15
1.618 92.63
1.000 90.45
0.618 89.11
HIGH 86.93
0.618 85.59
0.500 85.17
0.382 84.75
LOW 83.41
0.618 81.23
1.000 79.89
1.618 77.71
2.618 74.19
4.250 68.45
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 85.48 85.48
PP 85.33 85.33
S1 85.17 85.17

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

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