NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 82.95 86.76 3.81 4.6% 86.40
High 87.00 88.45 1.45 1.7% 88.45
Low 82.30 85.10 2.80 3.4% 77.12
Close 86.82 86.44 -0.38 -0.4% 86.44
Range 4.70 3.35 -1.35 -28.7% 11.33
ATR 3.72 3.69 -0.03 -0.7% 0.00
Volume 115,512 100,709 -14,803 -12.8% 511,961
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.71 94.93 88.28
R3 93.36 91.58 87.36
R2 90.01 90.01 87.05
R1 88.23 88.23 86.75 87.45
PP 86.66 86.66 86.66 86.27
S1 84.88 84.88 86.13 84.10
S2 83.31 83.31 85.83
S3 79.96 81.53 85.52
S4 76.61 78.18 84.60
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 117.99 113.55 92.67
R3 106.66 102.22 89.56
R2 95.33 95.33 88.52
R1 90.89 90.89 87.48 93.11
PP 84.00 84.00 84.00 85.12
S1 79.56 79.56 85.40 81.78
S2 72.67 72.67 84.36
S3 61.34 68.23 83.32
S4 50.01 56.90 80.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.45 77.12 11.33 13.1% 4.74 5.5% 82% True False 102,392
10 99.77 77.12 22.65 26.2% 4.53 5.2% 41% False False 85,121
20 101.83 77.12 24.71 28.6% 3.40 3.9% 38% False False 65,431
40 101.83 77.12 24.71 28.6% 3.03 3.5% 38% False False 61,493
60 105.14 77.12 28.02 32.4% 2.94 3.4% 33% False False 59,126
80 115.50 77.12 38.38 44.4% 3.16 3.7% 24% False False 56,295
100 115.50 77.12 38.38 44.4% 2.96 3.4% 24% False False 53,357
120 115.50 77.12 38.38 44.4% 2.98 3.4% 24% False False 54,809
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.03
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 102.69
2.618 97.22
1.618 93.87
1.000 91.80
0.618 90.52
HIGH 88.45
0.618 87.17
0.500 86.78
0.382 86.38
LOW 85.10
0.618 83.03
1.000 81.75
1.618 79.68
2.618 76.33
4.250 70.86
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 86.78 85.84
PP 86.66 85.23
S1 86.55 84.63

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

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