NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 88.54 87.93 -0.61 -0.7% 86.40
High 88.80 89.81 1.01 1.1% 88.45
Low 86.60 87.58 0.98 1.1% 77.12
Close 87.56 88.42 0.86 1.0% 86.44
Range 2.20 2.23 0.03 1.4% 11.33
ATR 3.58 3.49 -0.10 -2.7% 0.00
Volume 60,262 69,963 9,701 16.1% 511,961
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.29 94.09 89.65
R3 93.06 91.86 89.03
R2 90.83 90.83 88.83
R1 89.63 89.63 88.62 90.23
PP 88.60 88.60 88.60 88.91
S1 87.40 87.40 88.22 88.00
S2 86.37 86.37 88.01
S3 84.14 85.17 87.81
S4 81.91 82.94 87.19
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 89.81 82.30 7.51 8.5% 3.21 3.6% 81% True False 82,080
10 93.79 77.12 16.67 18.9% 4.33 4.9% 68% False False 88,715
20 101.83 77.12 24.71 27.9% 3.40 3.8% 46% False False 69,030
40 101.83 77.12 24.71 27.9% 3.03 3.4% 46% False False 62,652
60 105.14 77.12 28.02 31.7% 2.91 3.3% 40% False False 60,197
80 115.50 77.12 38.38 43.4% 3.18 3.6% 29% False False 57,299
100 115.50 77.12 38.38 43.4% 3.00 3.4% 29% False False 54,017
120 115.50 77.12 38.38 43.4% 2.95 3.3% 29% False False 53,504
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 99.29
2.618 95.65
1.618 93.42
1.000 92.04
0.618 91.19
HIGH 89.81
0.618 88.96
0.500 88.70
0.382 88.43
LOW 87.58
0.618 86.20
1.000 85.35
1.618 83.97
2.618 81.74
4.250 78.10
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 88.70 88.16
PP 88.60 87.90
S1 88.51 87.64

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

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