NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 86.02 85.76 -0.26 -0.3% 83.15
High 87.34 86.31 -1.03 -1.2% 87.34
Low 83.84 83.72 -0.12 -0.1% 81.93
Close 86.02 86.06 0.04 0.0% 86.06
Range 3.50 2.59 -0.91 -26.0% 5.41
ATR 3.54 3.47 -0.07 -1.9% 0.00
Volume 69,946 85,104 15,158 21.7% 372,677
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.13 92.19 87.48
R3 90.54 89.60 86.77
R2 87.95 87.95 86.53
R1 87.01 87.01 86.30 87.48
PP 85.36 85.36 85.36 85.60
S1 84.42 84.42 85.82 84.89
S2 82.77 82.77 85.59
S3 80.18 81.83 85.35
S4 77.59 79.24 84.64
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 101.34 99.11 89.04
R3 95.93 93.70 87.55
R2 90.52 90.52 87.05
R1 88.29 88.29 86.56 89.41
PP 85.11 85.11 85.11 85.67
S1 82.88 82.88 85.56 84.00
S2 79.70 79.70 85.07
S3 74.29 77.47 84.57
S4 68.88 72.06 83.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.34 81.93 5.41 6.3% 2.89 3.4% 76% False False 74,535
10 89.81 80.15 9.66 11.2% 3.32 3.9% 61% False False 73,475
20 99.77 77.12 22.65 26.3% 3.93 4.6% 39% False False 79,298
40 101.83 77.12 24.71 28.7% 3.21 3.7% 36% False False 64,795
60 104.20 77.12 27.08 31.5% 3.03 3.5% 33% False False 63,627
80 110.42 77.12 33.30 38.7% 3.28 3.8% 27% False False 61,052
100 115.50 77.12 38.38 44.6% 3.14 3.6% 23% False False 56,980
120 115.50 77.12 38.38 44.6% 3.02 3.5% 23% False False 54,370
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 0.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.32
2.618 93.09
1.618 90.50
1.000 88.90
0.618 87.91
HIGH 86.31
0.618 85.32
0.500 85.02
0.382 84.71
LOW 83.72
0.618 82.12
1.000 81.13
1.618 79.53
2.618 76.94
4.250 72.71
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 85.71 85.88
PP 85.36 85.71
S1 85.02 85.53

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

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