NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 86.55 88.54 1.99 2.3% 86.40
High 89.04 88.80 -0.24 -0.3% 88.45
Low 85.47 86.60 1.13 1.3% 77.12
Close 88.85 87.56 -1.29 -1.5% 86.44
Range 3.57 2.20 -1.37 -38.4% 11.33
ATR 3.68 3.58 -0.10 -2.8% 0.00
Volume 63,954 60,262 -3,692 -5.8% 511,961
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.25 93.11 88.77
R3 92.05 90.91 88.17
R2 89.85 89.85 87.96
R1 88.71 88.71 87.76 88.18
PP 87.65 87.65 87.65 87.39
S1 86.51 86.51 87.36 85.98
S2 85.45 85.45 87.16
S3 83.25 84.31 86.96
S4 81.05 82.11 86.35
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 80.80 8.24 9.4% 3.47 4.0% 82% False False 89,342
10 94.97 77.12 17.85 20.4% 4.35 5.0% 58% False False 87,298
20 101.83 77.12 24.71 28.2% 3.41 3.9% 42% False False 67,532
40 101.83 77.12 24.71 28.2% 3.03 3.5% 42% False False 61,777
60 105.14 77.12 28.02 32.0% 2.93 3.3% 37% False False 59,692
80 115.50 77.12 38.38 43.8% 3.18 3.6% 27% False False 56,863
100 115.50 77.12 38.38 43.8% 2.99 3.4% 27% False False 53,808
120 115.50 77.12 38.38 43.8% 2.95 3.4% 27% False False 53,794
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 98.15
2.618 94.56
1.618 92.36
1.000 91.00
0.618 90.16
HIGH 88.80
0.618 87.96
0.500 87.70
0.382 87.44
LOW 86.60
0.618 85.24
1.000 84.40
1.618 83.04
2.618 80.84
4.250 77.25
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 87.70 87.40
PP 87.65 87.23
S1 87.61 87.07

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

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