NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 95.07 92.75 -2.32 -2.4% 93.54
High 95.07 92.84 -2.23 -2.3% 96.21
Low 90.27 90.36 0.09 0.1% 90.27
Close 91.54 91.71 0.17 0.2% 91.71
Range 4.80 2.48 -2.32 -48.3% 5.94
ATR 3.17 3.12 -0.05 -1.6% 0.00
Volume 83,110 144,965 61,855 74.4% 375,108
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 99.08 97.87 93.07
R3 96.60 95.39 92.39
R2 94.12 94.12 92.16
R1 92.91 92.91 91.94 92.28
PP 91.64 91.64 91.64 91.32
S1 90.43 90.43 91.48 89.80
S2 89.16 89.16 91.26
S3 86.68 87.95 91.03
S4 84.20 85.47 90.35
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.55 107.07 94.98
R3 104.61 101.13 93.34
R2 98.67 98.67 92.80
R1 95.19 95.19 92.25 93.96
PP 92.73 92.73 92.73 92.12
S1 89.25 89.25 91.17 88.02
S2 86.79 86.79 90.62
S3 80.85 83.31 90.08
S4 74.91 77.37 88.44
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% 2.86 3.1% 24% False False 75,021
10 100.79 90.27 10.52 11.5% 3.12 3.4% 14% False False 70,549
20 104.31 90.27 14.04 15.3% 2.85 3.1% 10% False False 66,933
40 115.63 90.27 25.36 27.7% 3.48 3.8% 6% False False 50,724
60 115.63 90.27 25.36 27.7% 3.06 3.3% 6% False False 40,701
80 115.63 90.27 25.36 27.7% 2.87 3.1% 6% False False 34,629
100 115.63 90.27 25.36 27.7% 2.74 3.0% 6% False False 31,186
120 115.63 90.27 25.36 27.7% 2.54 2.8% 6% False False 27,630
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.38
2.618 99.33
1.618 96.85
1.000 95.32
0.618 94.37
HIGH 92.84
0.618 91.89
0.500 91.60
0.382 91.31
LOW 90.36
0.618 88.83
1.000 87.88
1.618 86.35
2.618 83.87
4.250 79.82
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 91.67 93.24
PP 91.64 92.73
S1 91.60 92.22

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

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