NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 94.42 93.25 -1.17 -1.2% 100.97
High 94.97 93.79 -1.18 -1.2% 101.83
Low 92.52 87.47 -5.05 -5.5% 96.38
Close 93.24 87.96 -5.28 -5.7% 97.08
Range 2.45 6.32 3.87 158.0% 5.45
ATR 2.67 2.93 0.26 9.8% 0.00
Volume 55,788 62,679 6,891 12.4% 241,083
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 108.70 104.65 91.44
R3 102.38 98.33 89.70
R2 96.06 96.06 89.12
R1 92.01 92.01 88.54 90.88
PP 89.74 89.74 89.74 89.17
S1 85.69 85.69 87.38 84.56
S2 83.42 83.42 86.80
S3 77.10 79.37 86.22
S4 70.78 73.05 84.48
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 99.77 87.47 12.30 14.0% 3.74 4.3% 4% False True 52,310
10 101.83 87.47 14.36 16.3% 2.82 3.2% 3% False True 51,953
20 101.83 87.47 14.36 16.3% 2.86 3.3% 3% False True 51,752
40 104.20 87.47 16.73 19.0% 2.74 3.1% 3% False True 55,912
60 106.14 87.47 18.67 21.2% 2.86 3.2% 3% False True 54,061
80 115.50 87.47 28.03 31.9% 3.02 3.4% 2% False True 52,053
100 115.50 87.47 28.03 31.9% 2.87 3.3% 2% False True 49,334
120 115.50 87.47 28.03 31.9% 2.86 3.3% 2% False True 52,085
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 0.68
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 120.65
2.618 110.34
1.618 104.02
1.000 100.11
0.618 97.70
HIGH 93.79
0.618 91.38
0.500 90.63
0.382 89.88
LOW 87.47
0.618 83.56
1.000 81.15
1.618 77.24
2.618 70.92
4.250 60.61
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 90.63 92.23
PP 89.74 90.80
S1 88.85 89.38

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

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