NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 85.76 86.20 0.44 0.5% 83.15
High 86.31 88.22 1.91 2.2% 87.34
Low 83.72 85.85 2.13 2.5% 81.93
Close 86.06 87.87 1.81 2.1% 86.06
Range 2.59 2.37 -0.22 -8.5% 5.41
ATR 3.47 3.40 -0.08 -2.3% 0.00
Volume 85,104 50,415 -34,689 -40.8% 372,677
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.42 93.52 89.17
R3 92.05 91.15 88.52
R2 89.68 89.68 88.30
R1 88.78 88.78 88.09 89.23
PP 87.31 87.31 87.31 87.54
S1 86.41 86.41 87.65 86.86
S2 84.94 84.94 87.44
S3 82.57 84.04 87.22
S4 80.20 81.67 86.57
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 88.22 83.72 4.50 5.1% 2.67 3.0% 92% True False 67,679
10 89.81 80.15 9.66 11.0% 3.20 3.6% 80% False False 72,121
20 96.98 77.12 19.86 22.6% 3.80 4.3% 54% False False 79,771
40 101.83 77.12 24.71 28.1% 3.23 3.7% 44% False False 64,887
60 104.20 77.12 27.08 30.8% 3.02 3.4% 40% False False 63,419
80 106.14 77.12 29.02 33.0% 3.17 3.6% 37% False False 61,128
100 115.50 77.12 38.38 43.7% 3.15 3.6% 28% False False 57,073
120 115.50 77.12 38.38 43.7% 3.02 3.4% 28% False False 54,154
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 0.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.29
2.618 94.42
1.618 92.05
1.000 90.59
0.618 89.68
HIGH 88.22
0.618 87.31
0.500 87.04
0.382 86.76
LOW 85.85
0.618 84.39
1.000 83.48
1.618 82.02
2.618 79.65
4.250 75.78
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 87.59 87.24
PP 87.31 86.60
S1 87.04 85.97

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

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