NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 88.20 89.52 1.32 1.5% 83.15
High 89.80 90.22 0.42 0.5% 87.34
Low 87.09 88.38 1.29 1.5% 81.93
Close 89.50 89.57 0.07 0.1% 86.06
Range 2.71 1.84 -0.87 -32.1% 5.41
ATR 3.35 3.24 -0.11 -3.2% 0.00
Volume 98,794 159,857 61,063 61.8% 372,677
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.91 94.08 90.58
R3 93.07 92.24 90.08
R2 91.23 91.23 89.91
R1 90.40 90.40 89.74 90.82
PP 89.39 89.39 89.39 89.60
S1 88.56 88.56 89.40 88.98
S2 87.55 87.55 89.23
S3 85.71 86.72 89.06
S4 83.87 84.88 88.56
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 90.22 83.72 6.50 7.3% 2.60 2.9% 90% True False 92,823
10 90.22 80.15 10.07 11.2% 3.21 3.6% 94% True False 84,963
20 93.79 77.12 16.67 18.6% 3.77 4.2% 75% False False 86,839
40 101.83 77.12 24.71 27.6% 3.22 3.6% 50% False False 69,016
60 104.20 77.12 27.08 30.2% 3.04 3.4% 46% False False 66,215
80 106.14 77.12 29.02 32.4% 3.06 3.4% 43% False False 62,175
100 115.50 77.12 38.38 42.8% 3.14 3.5% 32% False False 58,873
120 115.50 77.12 38.38 42.8% 2.99 3.3% 32% False False 55,415
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 98.04
2.618 95.04
1.618 93.20
1.000 92.06
0.618 91.36
HIGH 90.22
0.618 89.52
0.500 89.30
0.382 89.08
LOW 88.38
0.618 87.24
1.000 86.54
1.618 85.40
2.618 83.56
4.250 80.56
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 89.48 89.06
PP 89.39 88.55
S1 89.30 88.04

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

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