NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 98.77 97.09 -1.68 -1.7% 100.42
High 99.32 99.64 0.32 0.3% 102.44
Low 96.13 96.51 0.38 0.4% 97.74
Close 97.30 99.37 2.07 2.1% 99.29
Range 3.19 3.13 -0.06 -1.9% 4.70
ATR 3.16 3.16 0.00 -0.1% 0.00
Volume 336,673 323,186 -13,487 -4.0% 1,759,293
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.90 106.76 101.09
R3 104.77 103.63 100.23
R2 101.64 101.64 99.94
R1 100.50 100.50 99.66 101.07
PP 98.51 98.51 98.51 98.79
S1 97.37 97.37 99.08 97.94
S2 95.38 95.38 98.80
S3 92.25 94.24 98.51
S4 89.12 91.11 97.65
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 113.92 111.31 101.88
R3 109.22 106.61 100.58
R2 104.52 104.52 100.15
R1 101.91 101.91 99.72 100.87
PP 99.82 99.82 99.82 99.30
S1 97.21 97.21 98.86 96.17
S2 95.12 95.12 98.43
S3 90.42 92.51 98.00
S4 85.72 87.81 96.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.44 96.13 6.31 6.4% 3.09 3.1% 51% False False 355,099
10 103.31 96.13 7.18 7.2% 2.83 2.8% 45% False False 347,732
20 103.39 95.54 7.85 7.9% 2.95 3.0% 49% False False 312,690
40 115.27 95.18 20.09 20.2% 3.44 3.5% 21% False False 205,684
60 115.27 95.18 20.09 20.2% 3.04 3.1% 21% False False 152,966
80 115.27 93.64 21.63 21.8% 3.16 3.2% 26% False False 123,828
100 115.27 91.36 23.91 24.1% 2.86 2.9% 34% False False 104,549
120 115.27 91.28 23.99 24.1% 2.63 2.6% 34% False False 89,246
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.94
2.618 107.83
1.618 104.70
1.000 102.77
0.618 101.57
HIGH 99.64
0.618 98.44
0.500 98.08
0.382 97.71
LOW 96.51
0.618 94.58
1.000 93.38
1.618 91.45
2.618 88.32
4.250 83.21
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 98.94 99.29
PP 98.51 99.22
S1 98.08 99.14

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

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