NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 98.79 96.10 -2.69 -2.7% 94.98
High 99.18 96.75 -2.43 -2.5% 99.42
Low 95.60 94.14 -1.46 -1.5% 94.34
Close 96.20 95.15 -1.05 -1.1% 96.20
Range 3.58 2.61 -0.97 -27.1% 5.08
ATR 2.90 2.88 -0.02 -0.7% 0.00
Volume 314,383 279,701 -34,682 -11.0% 1,163,877
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.18 101.77 96.59
R3 100.57 99.16 95.87
R2 97.96 97.96 95.63
R1 96.55 96.55 95.39 95.95
PP 95.35 95.35 95.35 95.05
S1 93.94 93.94 94.91 93.34
S2 92.74 92.74 94.67
S3 90.13 91.33 94.43
S4 87.52 88.72 93.71
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.89 109.13 98.99
R3 106.81 104.05 97.60
R2 101.73 101.73 97.13
R1 98.97 98.97 96.67 100.35
PP 96.65 96.65 96.65 97.35
S1 93.89 93.89 95.73 95.27
S2 91.57 91.57 95.27
S3 86.49 88.81 94.80
S4 81.41 83.73 93.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.42 94.14 5.28 5.5% 2.73 2.9% 19% False True 288,715
10 99.42 89.61 9.81 10.3% 2.53 2.7% 56% False False 280,185
20 100.39 89.61 10.78 11.3% 2.84 3.0% 51% False False 259,126
40 103.90 89.61 14.29 15.0% 2.87 3.0% 39% False False 167,924
60 115.52 89.61 25.91 27.2% 3.19 3.4% 21% False False 124,514
80 115.52 89.61 25.91 27.2% 2.96 3.1% 21% False False 97,759
100 115.52 89.61 25.91 27.2% 2.93 3.1% 21% False False 82,684
120 115.52 89.61 25.91 27.2% 2.70 2.8% 21% False False 71,394
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.84
2.618 103.58
1.618 100.97
1.000 99.36
0.618 98.36
HIGH 96.75
0.618 95.75
0.500 95.45
0.382 95.14
LOW 94.14
0.618 92.53
1.000 91.53
1.618 89.92
2.618 87.31
4.250 83.05
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 95.45 96.78
PP 95.35 96.24
S1 95.25 95.69

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

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