NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 93.76 94.40 0.64 0.7% 99.41
High 95.70 94.47 -1.23 -1.3% 100.39
Low 93.24 89.70 -3.54 -3.8% 92.23
Close 95.41 91.02 -4.39 -4.6% 93.40
Range 2.46 4.77 2.31 93.9% 8.16
ATR 3.03 3.22 0.19 6.3% 0.00
Volume 283,168 467,478 184,310 65.1% 806,111
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 106.04 103.30 93.64
R3 101.27 98.53 92.33
R2 96.50 96.50 91.89
R1 93.76 93.76 91.46 92.75
PP 91.73 91.73 91.73 91.22
S1 88.99 88.99 90.58 87.98
S2 86.96 86.96 90.15
S3 82.19 84.22 89.71
S4 77.42 79.45 88.40
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 95.81 89.70 6.11 6.7% 3.08 3.4% 22% False True 295,485
10 102.62 89.70 12.92 14.2% 3.23 3.6% 10% False True 226,755
20 103.90 89.70 14.20 15.6% 2.87 3.2% 9% False True 161,158
40 115.52 89.70 25.82 28.4% 3.53 3.9% 5% False True 104,360
60 115.52 89.70 25.82 28.4% 3.14 3.5% 5% False True 77,558
80 115.52 89.70 25.82 28.4% 2.98 3.3% 5% False True 62,436
100 115.52 89.70 25.82 28.4% 2.81 3.1% 5% False True 53,834
120 115.52 89.70 25.82 28.4% 2.60 2.9% 5% False True 46,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114.74
2.618 106.96
1.618 102.19
1.000 99.24
0.618 97.42
HIGH 94.47
0.618 92.65
0.500 92.09
0.382 91.52
LOW 89.70
0.618 86.75
1.000 84.93
1.618 81.98
2.618 77.21
4.250 69.43
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 92.09 92.70
PP 91.73 92.14
S1 91.38 91.58

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

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