NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 82.49 83.53 1.04 1.3% 97.69
High 84.35 84.35 0.00 0.0% 99.77
Low 77.12 80.80 3.68 4.8% 84.29
Close 80.61 84.14 3.53 4.4% 88.29
Range 7.23 3.55 -3.68 -50.9% 15.48
ATR 3.63 3.64 0.01 0.2% 0.00
Volume 87,962 106,274 18,312 20.8% 339,250
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.75 92.49 86.09
R3 90.20 88.94 85.12
R2 86.65 86.65 84.79
R1 85.39 85.39 84.47 86.02
PP 83.10 83.10 83.10 83.41
S1 81.84 81.84 83.81 82.47
S2 79.55 79.55 83.49
S3 76.00 78.29 83.16
S4 72.45 74.74 82.19
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 93.79 77.12 16.67 19.8% 5.45 6.5% 42% False False 95,351
10 99.77 77.12 22.65 26.9% 4.12 4.9% 31% False False 71,942
20 101.83 77.12 24.71 29.4% 3.31 3.9% 28% False False 60,653
40 101.83 77.12 24.71 29.4% 3.01 3.6% 28% False False 59,166
60 105.14 77.12 28.02 33.3% 2.90 3.4% 25% False False 57,134
80 115.50 77.12 38.38 45.6% 3.13 3.7% 18% False False 54,451
100 115.50 77.12 38.38 45.6% 2.92 3.5% 18% False False 51,905
120 115.50 77.12 38.38 45.6% 2.97 3.5% 18% False False 53,945
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.91
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.44
2.618 93.64
1.618 90.09
1.000 87.90
0.618 86.54
HIGH 84.35
0.618 82.99
0.500 82.58
0.382 82.16
LOW 80.80
0.618 78.61
1.000 77.25
1.618 75.06
2.618 71.51
4.250 65.71
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 83.62 83.36
PP 83.10 82.57
S1 82.58 81.79

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

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