NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 86.76 86.55 -0.21 -0.2% 86.40
High 88.45 89.04 0.59 0.7% 88.45
Low 85.10 85.47 0.37 0.4% 77.12
Close 86.44 88.85 2.41 2.8% 86.44
Range 3.35 3.57 0.22 6.6% 11.33
ATR 3.69 3.68 -0.01 -0.2% 0.00
Volume 100,709 63,954 -36,755 -36.5% 511,961
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 98.50 97.24 90.81
R3 94.93 93.67 89.83
R2 91.36 91.36 89.50
R1 90.10 90.10 89.18 90.73
PP 87.79 87.79 87.79 88.10
S1 86.53 86.53 88.52 87.16
S2 84.22 84.22 88.20
S3 80.65 82.96 87.87
S4 77.08 79.39 86.89
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 89.04 77.12 11.92 13.4% 4.48 5.0% 98% True False 94,882
10 96.98 77.12 19.86 22.4% 4.39 4.9% 59% False False 87,421
20 101.83 77.12 24.71 27.8% 3.43 3.9% 47% False False 66,570
40 101.83 77.12 24.71 27.8% 3.04 3.4% 47% False False 61,911
60 105.14 77.12 28.02 31.5% 2.96 3.3% 42% False False 59,275
80 115.50 77.12 38.38 43.2% 3.17 3.6% 31% False False 56,649
100 115.50 77.12 38.38 43.2% 2.98 3.4% 31% False False 53,659
120 115.50 77.12 38.38 43.2% 2.98 3.4% 31% False False 54,460
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 0.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.21
2.618 98.39
1.618 94.82
1.000 92.61
0.618 91.25
HIGH 89.04
0.618 87.68
0.500 87.26
0.382 86.83
LOW 85.47
0.618 83.26
1.000 81.90
1.618 79.69
2.618 76.12
4.250 70.30
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 88.32 87.79
PP 87.79 86.73
S1 87.26 85.67

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

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