NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 100.85 101.98 1.13 1.1% 101.72
High 102.80 103.35 0.55 0.5% 104.31
Low 99.16 101.76 2.60 2.6% 99.26
Close 101.78 102.91 1.13 1.1% 101.30
Range 3.64 1.59 -2.05 -56.3% 5.05
ATR 3.12 3.01 -0.11 -3.5% 0.00
Volume 72,519 96,307 23,788 32.8% 215,275
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.44 106.77 103.78
R3 105.85 105.18 103.35
R2 104.26 104.26 103.20
R1 103.59 103.59 103.06 103.93
PP 102.67 102.67 102.67 102.84
S1 102.00 102.00 102.76 102.34
S2 101.08 101.08 102.62
S3 99.49 100.41 102.47
S4 97.90 98.82 102.04
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
5 103.35 98.89 4.46 4.3% 2.37 2.3% 90% True False 67,887
10 104.31 98.89 5.42 5.3% 2.45 2.4% 74% False False 58,647
20 104.31 96.35 7.96 7.7% 2.92 2.8% 82% False False 46,682
40 115.63 95.85 19.78 19.2% 3.26 3.2% 36% False False 37,322
60 115.63 95.85 19.78 19.2% 2.86 2.8% 36% False False 29,940
80 115.63 94.50 21.13 20.5% 2.84 2.8% 40% False False 27,482
100 115.63 92.33 23.30 22.6% 2.56 2.5% 45% False False 24,534
120 115.63 90.73 24.90 24.2% 2.34 2.3% 49% False False 21,354
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 0.67
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 110.11
2.618 107.51
1.618 105.92
1.000 104.94
0.618 104.33
HIGH 103.35
0.618 102.74
0.500 102.56
0.382 102.37
LOW 101.76
0.618 100.78
1.000 100.17
1.618 99.19
2.618 97.60
4.250 95.00
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 102.79 102.31
PP 102.67 101.72
S1 102.56 101.12

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

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