NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 83.15 85.04 1.89 2.3% 86.55
High 85.40 87.04 1.64 1.9% 89.81
Low 81.93 84.14 2.21 2.7% 80.15
Close 85.03 86.11 1.08 1.3% 83.17
Range 3.47 2.90 -0.57 -16.4% 9.66
ATR 3.72 3.67 -0.06 -1.6% 0.00
Volume 84,697 67,792 -16,905 -20.0% 362,074
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.46 93.19 87.71
R3 91.56 90.29 86.91
R2 88.66 88.66 86.64
R1 87.39 87.39 86.38 88.03
PP 85.76 85.76 85.76 86.08
S1 84.49 84.49 85.84 85.13
S2 82.86 82.86 85.58
S3 79.96 81.59 85.31
S4 77.06 78.69 84.52
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 11.2% 3.87 4.5% 62% False False 78,069
10 89.81 80.15 9.66 11.2% 3.67 4.3% 62% False False 83,705
20 100.80 77.12 23.68 27.5% 3.83 4.4% 38% False False 75,213
40 101.83 77.12 24.71 28.7% 3.19 3.7% 36% False False 63,282
60 105.14 77.12 28.02 32.5% 3.04 3.5% 32% False False 62,236
80 115.50 77.12 38.38 44.6% 3.29 3.8% 23% False False 59,473
100 115.50 77.12 38.38 44.6% 3.09 3.6% 23% False False 55,892
120 115.50 77.12 38.38 44.6% 3.00 3.5% 23% False False 54,155
Crabel Price Patterns
NR True
NR4 True
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 0.91
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.37
2.618 94.63
1.618 91.73
1.000 89.94
0.618 88.83
HIGH 87.04
0.618 85.93
0.500 85.59
0.382 85.25
LOW 84.14
0.618 82.35
1.000 81.24
1.618 79.45
2.618 76.55
4.250 71.82
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 85.94 85.27
PP 85.76 84.43
S1 85.59 83.60

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

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