NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 95.10 92.80 -2.30 -2.4% 98.77
High 95.40 93.49 -1.91 -2.0% 99.95
Low 91.84 91.14 -0.70 -0.8% 91.84
Close 93.01 93.26 0.25 0.3% 93.01
Range 3.56 2.35 -1.21 -34.0% 8.11
ATR 3.25 3.18 -0.06 -2.0% 0.00
Volume 231,348 98,356 -132,992 -57.5% 1,675,096
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 99.68 98.82 94.55
R3 97.33 96.47 93.91
R2 94.98 94.98 93.69
R1 94.12 94.12 93.48 94.55
PP 92.63 92.63 92.63 92.85
S1 91.77 91.77 93.04 92.20
S2 90.28 90.28 92.83
S3 87.93 89.42 92.61
S4 85.58 87.07 91.97
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 119.26 114.25 97.47
R3 111.15 106.14 95.24
R2 103.04 103.04 94.50
R1 98.03 98.03 93.75 96.48
PP 94.93 94.93 94.93 94.16
S1 89.92 89.92 92.27 88.37
S2 86.82 86.82 91.52
S3 78.71 81.81 90.78
S4 70.60 73.70 88.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.95 91.14 8.81 9.4% 3.29 3.5% 24% False True 287,355
10 102.44 91.14 11.30 12.1% 3.08 3.3% 19% False True 326,589
20 103.39 91.14 12.25 13.1% 2.97 3.2% 17% False True 312,844
40 115.27 91.14 24.13 25.9% 3.50 3.8% 9% False True 228,288
60 115.27 91.14 24.13 25.9% 3.13 3.4% 9% False True 169,782
80 115.27 91.14 24.13 25.9% 3.08 3.3% 9% False True 135,254
100 115.27 91.14 24.13 25.9% 2.93 3.1% 9% False True 114,789
120 115.27 91.14 24.13 25.9% 2.71 2.9% 9% False True 98,384
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.48
2.618 99.64
1.618 97.29
1.000 95.84
0.618 94.94
HIGH 93.49
0.618 92.59
0.500 92.32
0.382 92.04
LOW 91.14
0.618 89.69
1.000 88.79
1.618 87.34
2.618 84.99
4.250 81.15
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 92.95 93.45
PP 92.63 93.38
S1 92.32 93.32

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

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