NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 97.54 99.24 1.70 1.7% 95.49
High 99.87 99.64 -0.23 -0.2% 99.87
Low 97.46 96.08 -1.38 -1.4% 94.91
Close 99.14 96.70 -2.44 -2.5% 96.70
Range 2.41 3.56 1.15 47.7% 4.96
ATR 2.79 2.84 0.06 2.0% 0.00
Volume 78,626 109,073 30,447 38.7% 320,507
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 108.15 105.99 98.66
R3 104.59 102.43 97.68
R2 101.03 101.03 97.35
R1 98.87 98.87 97.03 98.17
PP 97.47 97.47 97.47 97.13
S1 95.31 95.31 96.37 94.61
S2 93.91 93.91 96.05
S3 90.35 91.75 95.72
S4 86.79 88.19 94.74
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.04 109.33 99.43
R3 107.08 104.37 98.06
R2 102.12 102.12 97.61
R1 99.41 99.41 97.15 100.77
PP 97.16 97.16 97.16 97.84
S1 94.45 94.45 96.25 95.81
S2 92.20 92.20 95.79
S3 87.24 89.49 95.34
S4 82.28 84.53 93.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.87 94.03 5.84 6.0% 2.56 2.6% 46% False False 78,768
10 99.87 90.17 9.70 10.0% 2.45 2.5% 67% False False 84,914
20 103.08 90.17 12.91 13.4% 2.83 2.9% 51% False False 74,927
40 104.31 90.17 14.14 14.6% 2.88 3.0% 46% False False 60,804
60 115.63 90.17 25.46 26.3% 3.11 3.2% 26% False False 49,857
80 115.63 90.17 25.46 26.3% 2.85 3.0% 26% False False 41,187
100 115.63 90.17 25.46 26.3% 2.84 2.9% 26% False False 36,971
120 115.63 90.17 25.46 26.3% 2.60 2.7% 26% False False 32,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114.77
2.618 108.96
1.618 105.40
1.000 103.20
0.618 101.84
HIGH 99.64
0.618 98.28
0.500 97.86
0.382 97.44
LOW 96.08
0.618 93.88
1.000 92.52
1.618 90.32
2.618 86.76
4.250 80.95
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 97.86 97.98
PP 97.47 97.55
S1 97.09 97.13

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

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