NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 85.82 85.45 -0.37 -0.4% 82.52
High 86.93 85.96 -0.97 -1.1% 86.93
Low 83.41 83.30 -0.11 -0.1% 81.53
Close 85.64 85.70 0.06 0.1% 85.70
Range 3.52 2.66 -0.86 -24.4% 5.40
ATR 3.54 3.48 -0.06 -1.8% 0.00
Volume 62,966 77,592 14,626 23.2% 327,739
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 92.97 91.99 87.16
R3 90.31 89.33 86.43
R2 87.65 87.65 86.19
R1 86.67 86.67 85.94 87.16
PP 84.99 84.99 84.99 85.23
S1 84.01 84.01 85.46 84.50
S2 82.33 82.33 85.21
S3 79.67 81.35 84.97
S4 77.01 78.69 84.24
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 100.92 98.71 88.67
R3 95.52 93.31 87.19
R2 90.12 90.12 86.69
R1 87.91 87.91 86.20 89.02
PP 84.72 84.72 84.72 85.27
S1 82.51 82.51 85.21 83.62
S2 79.32 79.32 84.71
S3 73.92 77.11 84.22
S4 68.52 71.71 82.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.93 81.53 5.40 6.3% 2.93 3.4% 77% False False 65,547
10 89.47 79.76 9.71 11.3% 3.34 3.9% 61% False False 57,334
20 99.35 76.61 22.74 26.5% 3.94 4.6% 40% False False 58,159
40 101.39 76.61 24.78 28.9% 3.20 3.7% 37% False False 43,943
60 104.00 76.61 27.39 32.0% 2.99 3.5% 33% False False 36,181
80 109.93 76.61 33.32 38.9% 3.17 3.7% 27% False False 29,779
100 115.57 76.61 38.96 45.5% 2.96 3.5% 23% False False 25,252
120 115.57 76.61 38.96 45.5% 2.78 3.2% 23% False False 22,284
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 0.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.27
2.618 92.92
1.618 90.26
1.000 88.62
0.618 87.60
HIGH 85.96
0.618 84.94
0.500 84.63
0.382 84.32
LOW 83.30
0.618 81.66
1.000 80.64
1.618 79.00
2.618 76.34
4.250 72.00
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 85.34 85.51
PP 84.99 85.31
S1 84.63 85.12

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

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