NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 83.53 82.95 -0.58 -0.7% 97.69
High 84.35 87.00 2.65 3.1% 99.77
Low 80.80 82.30 1.50 1.9% 84.29
Close 84.14 86.82 2.68 3.2% 88.29
Range 3.55 4.70 1.15 32.4% 15.48
ATR 3.64 3.72 0.08 2.1% 0.00
Volume 106,274 115,512 9,238 8.7% 339,250
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 99.47 97.85 89.41
R3 94.77 93.15 88.11
R2 90.07 90.07 87.68
R1 88.45 88.45 87.25 89.26
PP 85.37 85.37 85.37 85.78
S1 83.75 83.75 86.39 84.56
S2 80.67 80.67 85.96
S3 75.97 79.05 85.53
S4 71.27 74.35 84.24
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 89.60 77.12 12.48 14.4% 5.13 5.9% 78% False False 105,917
10 99.77 77.12 22.65 26.1% 4.44 5.1% 43% False False 79,114
20 101.83 77.12 24.71 28.5% 3.34 3.9% 39% False False 63,574
40 101.83 77.12 24.71 28.5% 2.98 3.4% 39% False False 60,793
60 105.14 77.12 28.02 32.3% 2.93 3.4% 35% False False 58,270
80 115.50 77.12 38.38 44.2% 3.16 3.6% 25% False False 55,453
100 115.50 77.12 38.38 44.2% 2.95 3.4% 25% False False 52,613
120 115.50 77.12 38.38 44.2% 2.99 3.4% 25% False False 54,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.98
2.618 99.30
1.618 94.60
1.000 91.70
0.618 89.90
HIGH 87.00
0.618 85.20
0.500 84.65
0.382 84.10
LOW 82.30
0.618 79.40
1.000 77.60
1.618 74.70
2.618 70.00
4.250 62.33
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 86.10 85.23
PP 85.37 83.65
S1 84.65 82.06

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

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