NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 85.85 87.90 2.05 2.4% 82.52
High 87.88 89.48 1.60 1.8% 86.93
Low 85.45 86.77 1.32 1.5% 81.53
Close 87.57 89.19 1.62 1.8% 85.70
Range 2.43 2.71 0.28 11.5% 5.40
ATR 3.40 3.36 -0.05 -1.5% 0.00
Volume 39,251 89,916 50,665 129.1% 327,739
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 96.61 95.61 90.68
R3 93.90 92.90 89.94
R2 91.19 91.19 89.69
R1 90.19 90.19 89.44 90.69
PP 88.48 88.48 88.48 88.73
S1 87.48 87.48 88.94 87.98
S2 85.77 85.77 88.69
S3 83.06 84.77 88.44
S4 80.35 82.06 87.70
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 100.92 98.71 88.67
R3 95.52 93.31 87.19
R2 90.12 90.12 86.69
R1 87.91 87.91 86.20 89.02
PP 84.72 84.72 84.72 85.27
S1 82.51 82.51 85.21 83.62
S2 79.32 79.32 84.71
S3 73.92 77.11 84.22
S4 68.52 71.71 82.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.48 83.30 6.18 6.9% 2.66 3.0% 95% True False 68,118
10 89.48 79.76 9.72 10.9% 3.28 3.7% 97% True False 60,993
20 94.55 76.61 17.94 20.1% 3.83 4.3% 70% False False 61,140
40 101.39 76.61 24.78 27.8% 3.21 3.6% 51% False False 45,883
60 104.00 76.61 27.39 30.7% 3.00 3.4% 46% False False 37,952
80 105.74 76.61 29.13 32.7% 3.01 3.4% 43% False False 31,126
100 115.57 76.61 38.96 43.7% 2.98 3.3% 32% False False 26,425
120 115.57 76.61 38.96 43.7% 2.78 3.1% 32% False False 23,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.84
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.00
2.618 96.57
1.618 93.86
1.000 92.19
0.618 91.15
HIGH 89.48
0.618 88.44
0.500 88.13
0.382 87.81
LOW 86.77
0.618 85.10
1.000 84.06
1.618 82.39
2.618 79.68
4.250 75.25
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 88.84 88.26
PP 88.48 87.32
S1 88.13 86.39

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

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