NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 92.75 91.73 -1.02 -1.1% 93.54
High 92.84 91.79 -1.05 -1.1% 96.21
Low 90.36 90.17 -0.19 -0.2% 90.27
Close 91.71 91.17 -0.54 -0.6% 91.71
Range 2.48 1.62 -0.86 -34.7% 5.94
ATR 3.12 3.02 -0.11 -3.4% 0.00
Volume 144,965 85,668 -59,297 -40.9% 375,108
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 95.90 95.16 92.06
R3 94.28 93.54 91.62
R2 92.66 92.66 91.47
R1 91.92 91.92 91.32 91.48
PP 91.04 91.04 91.04 90.83
S1 90.30 90.30 91.02 89.86
S2 89.42 89.42 90.87
S3 87.80 88.68 90.72
S4 86.18 87.06 90.28
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 90.17 6.04 6.6% 2.71 3.0% 17% False True 80,496
10 100.79 90.17 10.62 11.6% 2.97 3.3% 9% False True 71,574
20 104.31 90.17 14.14 15.5% 2.87 3.1% 7% False True 68,158
40 115.63 90.17 25.46 27.9% 3.47 3.8% 4% False True 52,153
60 115.63 90.17 25.46 27.9% 3.05 3.3% 4% False True 41,846
80 115.63 90.17 25.46 27.9% 2.86 3.1% 4% False True 35,468
100 115.63 90.17 25.46 27.9% 2.75 3.0% 4% False True 31,871
120 115.63 90.17 25.46 27.9% 2.53 2.8% 4% False True 28,318
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 0.37
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 98.68
2.618 96.03
1.618 94.41
1.000 93.41
0.618 92.79
HIGH 91.79
0.618 91.17
0.500 90.98
0.382 90.79
LOW 90.17
0.618 89.17
1.000 88.55
1.618 87.55
2.618 85.93
4.250 83.29
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 91.11 92.62
PP 91.04 92.14
S1 90.98 91.65

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

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