NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 94.05 95.07 1.02 1.1% 100.18
High 96.21 95.07 -1.14 -1.2% 100.79
Low 93.74 90.27 -3.47 -3.7% 92.68
Close 95.92 91.54 -4.38 -4.6% 93.84
Range 2.47 4.80 2.33 94.3% 8.11
ATR 2.98 3.17 0.19 6.4% 0.00
Volume 52,766 83,110 30,344 57.5% 330,389
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 106.69 103.92 94.18
R3 101.89 99.12 92.86
R2 97.09 97.09 92.42
R1 94.32 94.32 91.98 93.31
PP 92.29 92.29 92.29 91.79
S1 89.52 89.52 91.10 88.51
S2 87.49 87.49 90.66
S3 82.69 84.72 90.22
S4 77.89 79.92 88.90
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 96.21 90.27 5.94 6.5% 3.07 3.4% 21% False True 56,333
10 103.08 90.27 12.81 14.0% 3.21 3.5% 10% False True 64,940
20 104.31 90.27 14.04 15.3% 2.83 3.1% 9% False True 61,794
40 115.63 90.27 25.36 27.7% 3.47 3.8% 5% False True 47,786
60 115.63 90.27 25.36 27.7% 3.04 3.3% 5% False True 38,510
80 115.63 90.27 25.36 27.7% 2.87 3.1% 5% False True 33,078
100 115.63 90.27 25.36 27.7% 2.72 3.0% 5% False True 29,882
120 115.63 90.27 25.36 27.7% 2.53 2.8% 5% False True 26,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115.47
2.618 107.64
1.618 102.84
1.000 99.87
0.618 98.04
HIGH 95.07
0.618 93.24
0.500 92.67
0.382 92.10
LOW 90.27
0.618 87.30
1.000 85.47
1.618 82.50
2.618 77.70
4.250 69.87
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 92.67 93.24
PP 92.29 92.67
S1 91.92 92.11

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

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