NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 87.93 88.27 0.34 0.4% 86.40
High 89.81 88.35 -1.46 -1.6% 88.45
Low 87.58 81.99 -5.59 -6.4% 77.12
Close 88.42 83.19 -5.23 -5.9% 86.44
Range 2.23 6.36 4.13 185.2% 11.33
ATR 3.49 3.70 0.21 6.0% 0.00
Volume 69,963 68,272 -1,691 -2.4% 511,961
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 103.59 99.75 86.69
R3 97.23 93.39 84.94
R2 90.87 90.87 84.36
R1 87.03 87.03 83.77 85.77
PP 84.51 84.51 84.51 83.88
S1 80.67 80.67 82.61 79.41
S2 78.15 78.15 82.02
S3 71.79 74.31 81.44
S4 65.43 67.95 79.69
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 81.99 7.82 9.4% 3.54 4.3% 15% False True 72,632
10 89.81 77.12 12.69 15.3% 4.34 5.2% 48% False False 89,274
20 101.83 77.12 24.71 29.7% 3.58 4.3% 25% False False 70,613
40 101.83 77.12 24.71 29.7% 3.13 3.8% 25% False False 63,288
60 105.14 77.12 28.02 33.7% 2.97 3.6% 22% False False 60,707
80 115.50 77.12 38.38 46.1% 3.24 3.9% 16% False False 57,860
100 115.50 77.12 38.38 46.1% 3.04 3.7% 16% False False 54,374
120 115.50 77.12 38.38 46.1% 2.98 3.6% 16% False False 53,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 115.38
2.618 105.00
1.618 98.64
1.000 94.71
0.618 92.28
HIGH 88.35
0.618 85.92
0.500 85.17
0.382 84.42
LOW 81.99
0.618 78.06
1.000 75.63
1.618 71.70
2.618 65.34
4.250 54.96
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 85.17 85.90
PP 84.51 85.00
S1 83.85 84.09

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

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