NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 101.50 99.95 -1.55 -1.5% 101.72
High 101.76 100.81 -0.95 -0.9% 104.31
Low 99.68 98.89 -0.79 -0.8% 99.26
Close 100.11 100.23 0.12 0.1% 101.30
Range 2.08 1.92 -0.16 -7.7% 5.05
ATR 3.17 3.08 -0.09 -2.8% 0.00
Volume 61,075 37,966 -23,109 -37.8% 215,275
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 105.74 104.90 101.29
R3 103.82 102.98 100.76
R2 101.90 101.90 100.58
R1 101.06 101.06 100.41 101.48
PP 99.98 99.98 99.98 100.19
S1 99.14 99.14 100.05 99.56
S2 98.06 98.06 99.88
S3 96.14 97.22 99.70
S4 94.22 95.30 99.17
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.77 114.09 104.08
R3 111.72 109.04 102.69
R2 106.67 106.67 102.23
R1 103.99 103.99 101.76 102.81
PP 101.62 101.62 101.62 101.03
S1 98.94 98.94 100.84 97.76
S2 96.57 96.57 100.37
S3 91.52 93.89 99.91
S4 86.47 88.84 98.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.31 98.89 5.42 5.4% 2.46 2.5% 25% False True 54,655
10 104.31 97.48 6.83 6.8% 2.61 2.6% 40% False False 49,492
20 105.73 96.35 9.38 9.4% 3.21 3.2% 41% False False 42,275
40 115.63 95.85 19.78 19.7% 3.33 3.3% 22% False False 34,230
60 115.63 95.85 19.78 19.7% 2.89 2.9% 22% False False 27,556
80 115.63 94.50 21.13 21.1% 2.81 2.8% 27% False False 25,749
100 115.63 92.33 23.30 23.2% 2.52 2.5% 34% False False 23,022
120 115.63 89.83 25.80 25.7% 2.31 2.3% 40% False False 20,015
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.65
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 108.97
2.618 105.84
1.618 103.92
1.000 102.73
0.618 102.00
HIGH 100.81
0.618 100.08
0.500 99.85
0.382 99.62
LOW 98.89
0.618 97.70
1.000 96.97
1.618 95.78
2.618 93.86
4.250 90.73
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 100.10 100.38
PP 99.98 100.33
S1 99.85 100.28

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

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