NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 98.46 97.69 -0.77 -0.8% 100.97
High 98.76 99.77 1.01 1.0% 101.83
Low 96.38 94.80 -1.58 -1.6% 96.38
Close 97.08 96.27 -0.81 -0.8% 97.08
Range 2.38 4.97 2.59 108.8% 5.45
ATR 2.51 2.69 0.18 7.0% 0.00
Volume 40,640 40,953 313 0.8% 241,083
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 111.86 109.03 99.00
R3 106.89 104.06 97.64
R2 101.92 101.92 97.18
R1 99.09 99.09 96.73 98.02
PP 96.95 96.95 96.95 96.41
S1 94.12 94.12 95.81 93.05
S2 91.98 91.98 95.36
S3 87.01 89.15 94.90
S4 82.04 84.18 93.54
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.78 111.38 100.08
R3 109.33 105.93 98.58
R2 103.88 103.88 98.08
R1 100.48 100.48 97.58 99.46
PP 98.43 98.43 98.43 97.92
S1 95.03 95.03 96.58 94.01
S2 92.98 92.98 96.08
S3 87.53 89.58 95.58
S4 82.08 84.13 94.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.83 94.80 7.03 7.3% 2.76 2.9% 21% False True 44,928
10 101.83 94.80 7.03 7.3% 2.47 2.6% 21% False True 45,719
20 101.83 94.80 7.03 7.3% 2.65 2.8% 21% False True 50,004
40 104.20 91.77 12.43 12.9% 2.64 2.7% 36% False False 55,243
60 106.14 91.77 14.37 14.9% 2.96 3.1% 31% False False 54,914
80 115.50 91.77 23.73 24.6% 2.98 3.1% 19% False False 51,398
100 115.50 91.77 23.73 24.6% 2.86 3.0% 19% False False 49,030
120 115.50 91.77 23.73 24.6% 2.80 2.9% 19% False False 51,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 120.89
2.618 112.78
1.618 107.81
1.000 104.74
0.618 102.84
HIGH 99.77
0.618 97.87
0.500 97.29
0.382 96.70
LOW 94.80
0.618 91.73
1.000 89.83
1.618 86.76
2.618 81.79
4.250 73.68
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 97.29 97.29
PP 96.95 96.95
S1 96.61 96.61

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

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