NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 95.55 97.13 1.58 1.7% 95.49
High 97.93 99.61 1.68 1.7% 99.87
Low 94.02 96.95 2.93 3.1% 94.91
Close 97.85 98.49 0.64 0.7% 96.70
Range 3.91 2.66 -1.25 -32.0% 4.96
ATR 2.88 2.86 -0.02 -0.5% 0.00
Volume 105,445 141,843 36,398 34.5% 320,507
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.33 105.07 99.95
R3 103.67 102.41 99.22
R2 101.01 101.01 98.98
R1 99.75 99.75 98.73 100.38
PP 98.35 98.35 98.35 98.67
S1 97.09 97.09 98.25 97.72
S2 95.69 95.69 98.00
S3 93.03 94.43 97.76
S4 90.37 91.77 97.03
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 94.02 5.85 5.9% 2.96 3.0% 76% False False 113,231
10 99.87 93.22 6.65 6.8% 2.67 2.7% 79% False False 93,290
20 100.79 90.17 10.62 10.8% 2.80 2.8% 78% False False 82,385
40 104.31 90.17 14.14 14.4% 2.81 2.9% 59% False False 67,682
60 115.63 90.17 25.46 25.9% 3.14 3.2% 33% False False 54,793
80 115.63 90.17 25.46 25.9% 2.85 2.9% 33% False False 45,385
100 115.63 90.17 25.46 25.9% 2.88 2.9% 33% False False 40,358
120 115.63 90.17 25.46 25.9% 2.64 2.7% 33% False False 35,947
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.92
2.618 106.57
1.618 103.91
1.000 102.27
0.618 101.25
HIGH 99.61
0.618 98.59
0.500 98.28
0.382 97.97
LOW 96.95
0.618 95.31
1.000 94.29
1.618 92.65
2.618 89.99
4.250 85.65
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 98.42 97.93
PP 98.35 97.37
S1 98.28 96.82

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

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