NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 82.20 86.37 4.17 5.1% 86.03
High 86.66 88.07 1.41 1.6% 88.07
Low 81.88 84.73 2.85 3.5% 76.61
Close 86.43 86.05 -0.38 -0.4% 86.05
Range 4.78 3.34 -1.44 -30.1% 11.46
ATR 3.70 3.67 -0.03 -0.7% 0.00
Volume 71,180 96,483 25,303 35.5% 377,610
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.30 94.52 87.89
R3 92.96 91.18 86.97
R2 89.62 89.62 86.66
R1 87.84 87.84 86.36 87.06
PP 86.28 86.28 86.28 85.90
S1 84.50 84.50 85.74 83.72
S2 82.94 82.94 85.44
S3 79.60 81.16 85.13
S4 76.26 77.82 84.21
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 117.96 113.46 92.35
R3 106.50 102.00 89.20
R2 95.04 95.04 88.15
R1 90.54 90.54 87.10 92.79
PP 83.58 83.58 83.58 84.70
S1 79.08 79.08 85.00 81.33
S2 72.12 72.12 83.95
S3 60.66 67.62 82.90
S4 49.20 56.16 79.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.07 76.61 11.46 13.3% 4.79 5.6% 82% True False 75,522
10 99.35 76.61 22.74 26.4% 4.55 5.3% 42% False False 58,983
20 101.39 76.61 24.78 28.8% 3.38 3.9% 38% False False 44,347
40 101.39 76.61 24.78 28.8% 2.99 3.5% 38% False False 35,248
60 104.85 76.61 28.24 32.8% 2.85 3.3% 33% False False 28,274
80 115.57 76.61 38.96 45.3% 3.01 3.5% 24% False False 23,359
100 115.57 76.61 38.96 45.3% 2.74 3.2% 24% False False 20,332
120 115.57 76.61 38.96 45.3% 2.69 3.1% 24% False False 18,492
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.97
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 102.27
2.618 96.81
1.618 93.47
1.000 91.41
0.618 90.13
HIGH 88.07
0.618 86.79
0.500 86.40
0.382 86.01
LOW 84.73
0.618 82.67
1.000 81.39
1.618 79.33
2.618 75.99
4.250 70.54
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 86.40 85.44
PP 86.28 84.82
S1 86.17 84.21

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

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