NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 86.40 82.49 -3.91 -4.5% 97.69
High 86.45 84.35 -2.10 -2.4% 99.77
Low 81.60 77.12 -4.48 -5.5% 84.29
Close 82.70 80.61 -2.09 -2.5% 88.29
Range 4.85 7.23 2.38 49.1% 15.48
ATR 3.36 3.63 0.28 8.2% 0.00
Volume 101,504 87,962 -13,542 -13.3% 339,250
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 102.38 98.73 84.59
R3 95.15 91.50 82.60
R2 87.92 87.92 81.94
R1 84.27 84.27 81.27 82.48
PP 80.69 80.69 80.69 79.80
S1 77.04 77.04 79.95 75.25
S2 73.46 73.46 79.28
S3 66.23 69.81 78.62
S4 59.00 62.58 76.63
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.22 128.24 96.80
R3 121.74 112.76 92.55
R2 106.26 106.26 91.13
R1 97.28 97.28 89.71 94.03
PP 90.78 90.78 90.78 89.16
S1 81.80 81.80 86.87 78.55
S2 75.30 75.30 85.45
S3 59.82 66.32 84.03
S4 44.34 50.84 79.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.97 77.12 17.85 22.1% 5.23 6.5% 20% False True 85,253
10 100.80 77.12 23.68 29.4% 3.98 4.9% 15% False True 66,720
20 101.83 77.12 24.71 30.7% 3.27 4.1% 14% False True 58,359
40 101.83 77.12 24.71 30.7% 2.98 3.7% 14% False True 58,244
60 105.14 77.12 28.02 34.8% 2.89 3.6% 12% False True 55,954
80 115.50 77.12 38.38 47.6% 3.12 3.9% 9% False True 53,846
100 115.50 77.12 38.38 47.6% 2.92 3.6% 9% False True 51,159
120 115.50 77.12 38.38 47.6% 2.96 3.7% 9% False True 53,517
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 0.85
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 115.08
2.618 103.28
1.618 96.05
1.000 91.58
0.618 88.82
HIGH 84.35
0.618 81.59
0.500 80.74
0.382 79.88
LOW 77.12
0.618 72.65
1.000 69.89
1.618 65.42
2.618 58.19
4.250 46.39
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 80.74 83.36
PP 80.69 82.44
S1 80.65 81.53

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

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