NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 85.45 85.85 0.40 0.5% 82.52
High 85.96 87.88 1.92 2.2% 86.93
Low 83.30 85.45 2.15 2.6% 81.53
Close 85.70 87.57 1.87 2.2% 85.70
Range 2.66 2.43 -0.23 -8.6% 5.40
ATR 3.48 3.40 -0.07 -2.2% 0.00
Volume 77,592 39,251 -38,341 -49.4% 327,739
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.26 93.34 88.91
R3 91.83 90.91 88.24
R2 89.40 89.40 88.02
R1 88.48 88.48 87.79 88.94
PP 86.97 86.97 86.97 87.20
S1 86.05 86.05 87.35 86.51
S2 84.54 84.54 87.12
S3 82.11 83.62 86.90
S4 79.68 81.19 86.23
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 87.88 83.30 4.58 5.2% 2.71 3.1% 93% True False 63,144
10 89.47 79.76 9.71 11.1% 3.23 3.7% 80% False False 56,815
20 96.51 76.61 19.90 22.7% 3.82 4.4% 55% False False 58,588
40 101.39 76.61 24.78 28.3% 3.22 3.7% 44% False False 44,395
60 104.00 76.61 27.39 31.3% 2.99 3.4% 40% False False 36,635
80 105.74 76.61 29.13 33.3% 3.07 3.5% 38% False False 30,151
100 115.57 76.61 38.96 44.5% 2.97 3.4% 28% False False 25,583
120 115.57 76.61 38.96 44.5% 2.79 3.2% 28% False False 22,536
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 0.76
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.21
2.618 94.24
1.618 91.81
1.000 90.31
0.618 89.38
HIGH 87.88
0.618 86.95
0.500 86.67
0.382 86.38
LOW 85.45
0.618 83.95
1.000 83.02
1.618 81.52
2.618 79.09
4.250 75.12
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 87.27 86.91
PP 86.97 86.25
S1 86.67 85.59

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

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