NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 86.40 86.02 -0.38 -0.4% 86.55
High 87.28 87.34 0.06 0.1% 89.81
Low 85.29 83.84 -1.45 -1.7% 80.15
Close 85.94 86.02 0.08 0.1% 83.17
Range 1.99 3.50 1.51 75.9% 9.66
ATR 3.55 3.54 0.00 -0.1% 0.00
Volume 65,138 69,946 4,808 7.4% 362,074
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.23 94.63 87.95
R3 92.73 91.13 86.98
R2 89.23 89.23 86.66
R1 87.63 87.63 86.34 87.77
PP 85.73 85.73 85.73 85.81
S1 84.13 84.13 85.70 84.27
S2 82.23 82.23 85.38
S3 78.73 80.63 85.06
S4 75.23 77.13 84.10
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 87.34 80.15 7.19 8.4% 3.25 3.8% 82% True False 77,439
10 89.81 80.15 9.66 11.2% 3.39 3.9% 61% False False 75,035
20 99.77 77.12 22.65 26.3% 3.92 4.6% 39% False False 77,074
40 101.83 77.12 24.71 28.7% 3.19 3.7% 36% False False 63,921
60 104.20 77.12 27.08 31.5% 3.02 3.5% 33% False False 63,055
80 112.16 77.12 35.04 40.7% 3.28 3.8% 25% False False 60,461
100 115.50 77.12 38.38 44.6% 3.12 3.6% 23% False False 56,464
120 115.50 77.12 38.38 44.6% 3.01 3.5% 23% False False 54,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.22
2.618 96.50
1.618 93.00
1.000 90.84
0.618 89.50
HIGH 87.34
0.618 86.00
0.500 85.59
0.382 85.18
LOW 83.84
0.618 81.68
1.000 80.34
1.618 78.18
2.618 74.68
4.250 68.97
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 85.88 85.88
PP 85.73 85.73
S1 85.59 85.59

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

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