NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 92.80 93.49 0.69 0.7% 98.77
High 93.49 94.74 1.25 1.3% 99.95
Low 91.14 92.50 1.36 1.5% 91.84
Close 93.26 93.40 0.14 0.2% 93.01
Range 2.35 2.24 -0.11 -4.7% 8.11
ATR 3.18 3.12 -0.07 -2.1% 0.00
Volume 98,356 35,656 -62,700 -63.7% 1,675,096
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 100.27 99.07 94.63
R3 98.03 96.83 94.02
R2 95.79 95.79 93.81
R1 94.59 94.59 93.61 94.07
PP 93.55 93.55 93.55 93.29
S1 92.35 92.35 93.19 91.83
S2 91.31 91.31 92.99
S3 89.07 90.11 92.78
S4 86.83 87.87 92.17
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% 3.11 3.3% 26% False False 229,849
10 102.44 91.14 11.30 12.1% 3.10 3.3% 20% False False 292,474
20 103.39 91.14 12.25 13.1% 2.90 3.1% 18% False False 300,597
40 115.27 91.14 24.13 25.8% 3.49 3.7% 9% False False 227,879
60 115.27 91.14 24.13 25.8% 3.15 3.4% 9% False False 169,695
80 115.27 91.14 24.13 25.8% 3.08 3.3% 9% False False 135,035
100 115.27 91.14 24.13 25.8% 2.94 3.1% 9% False False 114,926
120 115.27 91.14 24.13 25.8% 2.73 2.9% 9% False False 98,639
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 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.26
2.618 100.60
1.618 98.36
1.000 96.98
0.618 96.12
HIGH 94.74
0.618 93.88
0.500 93.62
0.382 93.36
LOW 92.50
0.618 91.12
1.000 90.26
1.618 88.88
2.618 86.64
4.250 82.98
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 93.62 93.36
PP 93.55 93.31
S1 93.47 93.27

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

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