NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 96.16 98.11 1.95 2.0% 96.10
High 98.65 99.02 0.37 0.4% 99.21
Low 95.93 96.64 0.71 0.7% 93.55
Close 97.50 98.14 0.64 0.7% 97.24
Range 2.72 2.38 -0.34 -12.5% 5.66
ATR 2.98 2.94 -0.04 -1.4% 0.00
Volume 102,741 28,266 -74,475 -72.5% 1,509,521
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.07 103.99 99.45
R3 102.69 101.61 98.79
R2 100.31 100.31 98.58
R1 99.23 99.23 98.36 99.77
PP 97.93 97.93 97.93 98.21
S1 96.85 96.85 97.92 97.39
S2 95.55 95.55 97.70
S3 93.17 94.47 97.49
S4 90.79 92.09 96.83
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.65 111.10 100.35
R3 107.99 105.44 98.80
R2 102.33 102.33 98.28
R1 99.78 99.78 97.76 101.06
PP 96.67 96.67 96.67 97.30
S1 94.12 94.12 96.72 95.40
S2 91.01 91.01 96.20
S3 85.35 88.46 95.68
S4 79.69 82.80 94.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.02 94.53 4.49 4.6% 3.00 3.1% 80% True False 182,563
10 99.42 93.55 5.87 6.0% 3.02 3.1% 78% False False 245,161
20 99.42 89.61 9.81 10.0% 2.83 2.9% 87% False False 267,359
40 103.90 89.61 14.29 14.6% 2.84 2.9% 60% False False 198,338
60 115.52 89.61 25.91 26.4% 3.24 3.3% 33% False False 147,007
80 115.52 89.61 25.91 26.4% 3.02 3.1% 33% False False 115,848
100 115.52 89.61 25.91 26.4% 2.93 3.0% 33% False False 96,247
120 115.52 89.61 25.91 26.4% 2.80 2.8% 33% False False 83,638
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.64
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 109.14
2.618 105.25
1.618 102.87
1.000 101.40
0.618 100.49
HIGH 99.02
0.618 98.11
0.500 97.83
0.382 97.55
LOW 96.64
0.618 95.17
1.000 94.26
1.618 92.79
2.618 90.41
4.250 86.53
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 98.04 97.71
PP 97.93 97.28
S1 97.83 96.86

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

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