NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 88.27 82.24 -6.03 -6.8% 86.55
High 88.35 84.52 -3.83 -4.3% 89.81
Low 81.99 80.15 -1.84 -2.2% 80.15
Close 83.19 83.17 -0.02 0.0% 83.17
Range 6.36 4.37 -1.99 -31.3% 9.66
ATR 3.70 3.74 0.05 1.3% 0.00
Volume 68,272 99,623 31,351 45.9% 362,074
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 95.72 93.82 85.57
R3 91.35 89.45 84.37
R2 86.98 86.98 83.97
R1 85.08 85.08 83.57 86.03
PP 82.61 82.61 82.61 83.09
S1 80.71 80.71 82.77 81.66
S2 78.24 78.24 82.37
S3 73.87 76.34 81.97
S4 69.50 71.97 80.77
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 113.36 107.92 88.48
R3 103.70 98.26 85.83
R2 94.04 94.04 84.94
R1 88.60 88.60 84.06 86.49
PP 84.38 84.38 84.38 83.32
S1 78.94 78.94 82.28 76.83
S2 74.72 74.72 81.40
S3 65.06 69.28 80.51
S4 55.40 59.62 77.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.81 80.15 9.66 11.6% 3.75 4.5% 31% False True 72,414
10 89.81 77.12 12.69 15.3% 4.24 5.1% 48% False False 87,403
20 101.83 77.12 24.71 29.7% 3.71 4.5% 24% False False 72,718
40 101.83 77.12 24.71 29.7% 3.13 3.8% 24% False False 64,584
60 105.14 77.12 28.02 33.7% 2.99 3.6% 22% False False 61,680
80 115.50 77.12 38.38 46.1% 3.26 3.9% 16% False False 58,622
100 115.50 77.12 38.38 46.1% 3.07 3.7% 16% False False 55,121
120 115.50 77.12 38.38 46.1% 2.99 3.6% 16% False False 54,063
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.89
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.09
2.618 95.96
1.618 91.59
1.000 88.89
0.618 87.22
HIGH 84.52
0.618 82.85
0.500 82.34
0.382 81.82
LOW 80.15
0.618 77.45
1.000 75.78
1.618 73.08
2.618 68.71
4.250 61.58
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 82.89 84.98
PP 82.61 84.38
S1 82.34 83.77

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

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