NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 101.98 102.84 0.86 0.8% 101.50
High 103.35 103.08 -0.27 -0.3% 103.35
Low 101.76 99.70 -2.06 -2.0% 98.89
Close 102.91 100.40 -2.51 -2.4% 100.40
Range 1.59 3.38 1.79 112.6% 4.46
ATR 3.01 3.04 0.03 0.9% 0.00
Volume 96,307 88,872 -7,435 -7.7% 356,739
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 111.20 109.18 102.26
R3 107.82 105.80 101.33
R2 104.44 104.44 101.02
R1 102.42 102.42 100.71 101.74
PP 101.06 101.06 101.06 100.72
S1 99.04 99.04 100.09 98.36
S2 97.68 97.68 99.78
S3 94.30 95.66 99.47
S4 90.92 92.28 98.54
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.26 111.79 102.85
R3 109.80 107.33 101.63
R2 105.34 105.34 101.22
R1 102.87 102.87 100.81 101.88
PP 100.88 100.88 100.88 100.38
S1 98.41 98.41 99.99 97.42
S2 96.42 96.42 99.58
S3 91.96 93.95 99.17
S4 87.50 89.49 97.95
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 4.4% 2.52 2.5% 34% False False 71,347
10 104.31 98.89 5.42 5.4% 2.57 2.6% 28% False False 63,316
20 104.31 96.35 7.96 7.9% 2.83 2.8% 51% False False 48,835
40 115.63 95.85 19.78 19.7% 3.29 3.3% 23% False False 38,912
60 115.63 95.85 19.78 19.7% 2.88 2.9% 23% False False 31,115
80 115.63 94.50 21.13 21.0% 2.85 2.8% 28% False False 28,436
100 115.63 92.33 23.30 23.2% 2.58 2.6% 35% False False 25,364
120 115.63 90.73 24.90 24.8% 2.36 2.3% 39% False False 22,018
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.45
2.618 111.93
1.618 108.55
1.000 106.46
0.618 105.17
HIGH 103.08
0.618 101.79
0.500 101.39
0.382 100.99
LOW 99.70
0.618 97.61
1.000 96.32
1.618 94.23
2.618 90.85
4.250 85.34
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 101.39 101.26
PP 101.06 100.97
S1 100.73 100.69

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

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