NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 93.25 87.84 -5.41 -5.8% 97.69
High 93.79 89.60 -4.19 -4.5% 99.77
Low 87.47 84.29 -3.18 -3.6% 84.29
Close 87.96 88.29 0.33 0.4% 88.29
Range 6.32 5.31 -1.01 -16.0% 15.48
ATR 2.93 3.10 0.17 5.8% 0.00
Volume 62,679 118,336 55,657 88.8% 339,250
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 103.32 101.12 91.21
R3 98.01 95.81 89.75
R2 92.70 92.70 89.26
R1 90.50 90.50 88.78 91.60
PP 87.39 87.39 87.39 87.95
S1 85.19 85.19 87.80 86.29
S2 82.08 82.08 87.32
S3 76.77 79.88 86.83
S4 71.46 74.57 85.37
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.22 128.24 96.80
R3 121.74 112.76 92.55
R2 106.26 106.26 91.13
R1 97.28 97.28 89.71 94.03
PP 90.78 90.78 90.78 89.16
S1 81.80 81.80 86.87 78.55
S2 75.30 75.30 85.45
S3 59.82 66.32 84.03
S4 44.34 50.84 79.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.77 84.29 15.48 17.5% 4.33 4.9% 26% False True 67,850
10 101.83 84.29 17.54 19.9% 3.19 3.6% 23% False True 58,033
20 101.83 84.29 17.54 19.9% 2.96 3.4% 23% False True 53,940
40 104.03 84.29 19.74 22.4% 2.84 3.2% 20% False True 56,883
60 105.14 84.29 20.85 23.6% 2.82 3.2% 19% False True 55,154
80 115.50 84.29 31.21 35.3% 3.03 3.4% 13% False True 53,042
100 115.50 84.29 31.21 35.3% 2.88 3.3% 13% False True 50,236
120 115.50 84.29 31.21 35.3% 2.89 3.3% 13% False True 52,750
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 0.79
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.17
2.618 103.50
1.618 98.19
1.000 94.91
0.618 92.88
HIGH 89.60
0.618 87.57
0.500 86.95
0.382 86.32
LOW 84.29
0.618 81.01
1.000 78.98
1.618 75.70
2.618 70.39
4.250 61.72
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 87.84 89.63
PP 87.39 89.18
S1 86.95 88.74

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

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