NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 102.42 99.41 -3.01 -2.9% 100.93
High 102.62 99.88 -2.74 -2.7% 102.95
Low 99.16 96.69 -2.47 -2.5% 98.35
Close 99.85 97.84 -2.01 -2.0% 99.85
Range 3.46 3.19 -0.27 -7.8% 4.60
ATR 3.11 3.11 0.01 0.2% 0.00
Volume 138,335 147,708 9,373 6.8% 598,567
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.71 105.96 99.59
R3 104.52 102.77 98.72
R2 101.33 101.33 98.42
R1 99.58 99.58 98.13 98.86
PP 98.14 98.14 98.14 97.78
S1 96.39 96.39 97.55 95.67
S2 94.95 94.95 97.26
S3 91.76 93.20 96.96
S4 88.57 90.01 96.09
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.18 111.62 102.38
R3 109.58 107.02 101.12
R2 104.98 104.98 100.69
R1 102.42 102.42 100.27 101.40
PP 100.38 100.38 100.38 99.88
S1 97.82 97.82 99.43 96.80
S2 95.78 95.78 99.01
S3 91.18 93.22 98.59
S4 86.58 88.62 97.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.95 96.69 6.26 6.4% 2.80 2.9% 18% False True 130,080
10 103.90 96.69 7.21 7.4% 2.83 2.9% 16% False True 109,145
20 103.90 95.95 7.95 8.1% 2.88 2.9% 24% False False 81,452
40 115.52 95.51 20.01 20.5% 3.39 3.5% 12% False False 59,766
60 115.52 95.51 20.01 20.5% 2.98 3.0% 12% False False 46,231
80 115.52 93.92 21.60 22.1% 2.98 3.0% 18% False False 40,257
100 115.52 91.88 23.64 24.2% 2.69 2.8% 25% False False 35,275
120 115.52 91.78 23.74 24.3% 2.46 2.5% 26% False False 30,484
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.44
2.618 108.23
1.618 105.04
1.000 103.07
0.618 101.85
HIGH 99.88
0.618 98.66
0.500 98.29
0.382 97.91
LOW 96.69
0.618 94.72
1.000 93.50
1.618 91.53
2.618 88.34
4.250 83.13
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 98.29 99.82
PP 98.14 99.16
S1 97.99 98.50

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

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