NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 95.88 93.54 -2.34 -2.4% 100.18
High 96.20 94.30 -1.90 -2.0% 100.79
Low 92.68 91.94 -0.74 -0.8% 92.68
Close 93.84 94.07 0.23 0.2% 93.84
Range 3.52 2.36 -1.16 -33.0% 8.11
ATR 3.14 3.09 -0.06 -1.8% 0.00
Volume 51,522 58,295 6,773 13.1% 330,389
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 100.52 99.65 95.37
R3 98.16 97.29 94.72
R2 95.80 95.80 94.50
R1 94.93 94.93 94.29 95.37
PP 93.44 93.44 93.44 93.65
S1 92.57 92.57 93.85 93.01
S2 91.08 91.08 93.64
S3 88.72 90.21 93.42
S4 86.36 87.85 92.77
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 120.10 115.08 98.30
R3 111.99 106.97 96.07
R2 103.88 103.88 95.33
R1 98.86 98.86 94.58 97.32
PP 95.77 95.77 95.77 95.00
S1 90.75 90.75 93.10 89.21
S2 87.66 87.66 92.35
S3 79.55 82.64 91.61
S4 71.44 74.53 89.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.79 91.94 8.85 9.4% 3.22 3.4% 24% False True 62,652
10 103.35 91.94 11.41 12.1% 2.98 3.2% 19% False True 68,434
20 104.31 91.94 12.37 13.1% 2.88 3.1% 17% False True 58,952
40 115.63 91.94 23.69 25.2% 3.39 3.6% 9% False True 45,101
60 115.63 91.94 23.69 25.2% 2.96 3.1% 9% False True 36,348
80 115.63 91.94 23.69 25.2% 2.84 3.0% 9% False True 31,722
100 115.63 91.94 23.69 25.2% 2.69 2.9% 9% False True 28,716
120 115.63 91.94 23.69 25.2% 2.48 2.6% 9% False True 25,099
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.33
2.618 100.48
1.618 98.12
1.000 96.66
0.618 95.76
HIGH 94.30
0.618 93.40
0.500 93.12
0.382 92.84
LOW 91.94
0.618 90.48
1.000 89.58
1.618 88.12
2.618 85.76
4.250 81.91
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 93.75 94.32
PP 93.44 94.23
S1 93.12 94.15

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

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