NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 89.51 89.49 -0.02 0.0% 86.20
High 90.56 89.66 -0.90 -1.0% 90.56
Low 88.90 86.10 -2.80 -3.1% 85.85
Close 89.62 87.13 -2.49 -2.8% 87.13
Range 1.66 3.56 1.90 114.5% 4.71
ATR 3.13 3.16 0.03 1.0% 0.00
Volume 74,511 75,044 533 0.7% 458,621
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 98.31 96.28 89.09
R3 94.75 92.72 88.11
R2 91.19 91.19 87.78
R1 89.16 89.16 87.46 88.40
PP 87.63 87.63 87.63 87.25
S1 85.60 85.60 86.80 84.84
S2 84.07 84.07 86.48
S3 80.51 82.04 86.15
S4 76.95 78.48 85.17
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.98 99.26 89.72
R3 97.27 94.55 88.43
R2 92.56 92.56 87.99
R1 89.84 89.84 87.56 91.20
PP 87.85 87.85 87.85 88.53
S1 85.13 85.13 86.70 86.49
S2 83.14 83.14 86.27
S3 78.43 80.42 85.83
S4 73.72 75.71 84.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.56 85.85 4.71 5.4% 2.43 2.8% 27% False False 91,724
10 90.56 81.93 8.63 9.9% 2.66 3.1% 60% False False 83,129
20 90.56 77.12 13.44 15.4% 3.45 4.0% 74% False False 85,266
40 101.83 77.12 24.71 28.4% 3.21 3.7% 41% False False 69,603
60 104.03 77.12 26.91 30.9% 3.04 3.5% 37% False False 66,344
80 105.14 77.12 28.02 32.2% 2.98 3.4% 36% False False 62,682
100 115.50 77.12 38.38 44.0% 3.11 3.6% 26% False False 59,487
120 115.50 77.12 38.38 44.0% 2.98 3.4% 26% False False 56,074
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 104.79
2.618 98.98
1.618 95.42
1.000 93.22
0.618 91.86
HIGH 89.66
0.618 88.30
0.500 87.88
0.382 87.46
LOW 86.10
0.618 83.90
1.000 82.54
1.618 80.34
2.618 76.78
4.250 70.97
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 87.88 88.33
PP 87.63 87.93
S1 87.38 87.53

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

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