NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 95.74 95.50 -0.24 -0.3% 99.41
High 96.20 95.81 -0.39 -0.4% 100.39
Low 94.75 92.23 -2.52 -2.7% 92.23
Close 95.36 93.40 -1.96 -2.1% 93.40
Range 1.45 3.58 2.13 146.9% 8.16
ATR 3.17 3.20 0.03 0.9% 0.00
Volume 222,394 154,315 -68,079 -30.6% 806,111
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 104.55 102.56 95.37
R3 100.97 98.98 94.38
R2 97.39 97.39 94.06
R1 95.40 95.40 93.73 94.61
PP 93.81 93.81 93.81 93.42
S1 91.82 91.82 93.07 91.03
S2 90.23 90.23 92.74
S3 86.65 88.24 92.42
S4 83.07 84.66 91.43
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 119.82 114.77 97.89
R3 111.66 106.61 95.64
R2 103.50 103.50 94.90
R1 98.45 98.45 94.15 96.90
PP 95.34 95.34 95.34 94.56
S1 90.29 90.29 92.65 88.74
S2 87.18 87.18 91.90
S3 79.02 82.13 91.16
S4 70.86 73.97 88.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.39 92.23 8.16 8.7% 3.41 3.7% 14% False True 161,222
10 102.95 92.23 10.72 11.5% 2.99 3.2% 11% False True 140,467
20 103.90 92.23 11.67 12.5% 3.00 3.2% 10% False True 105,597
40 115.52 92.23 23.29 24.9% 3.43 3.7% 5% False True 73,763
60 115.52 92.23 23.29 24.9% 3.06 3.3% 5% False True 56,484
80 115.52 92.23 23.29 24.9% 2.99 3.2% 5% False True 47,320
100 115.52 92.09 23.43 25.1% 2.78 3.0% 6% False False 41,399
120 115.52 91.78 23.74 25.4% 2.55 2.7% 7% False False 35,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.03
2.618 105.18
1.618 101.60
1.000 99.39
0.618 98.02
HIGH 95.81
0.618 94.44
0.500 94.02
0.382 93.60
LOW 92.23
0.618 90.02
1.000 88.65
1.618 86.44
2.618 82.86
4.250 77.02
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 94.02 96.31
PP 93.81 95.34
S1 93.61 94.37

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

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