NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 97.13 98.17 1.04 1.1% 95.49
High 99.61 99.30 -0.31 -0.3% 99.87
Low 96.95 94.98 -1.97 -2.0% 94.91
Close 98.49 96.11 -2.38 -2.4% 96.70
Range 2.66 4.32 1.66 62.4% 4.96
ATR 2.86 2.97 0.10 3.6% 0.00
Volume 141,843 146,042 4,199 3.0% 320,507
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 109.76 107.25 98.49
R3 105.44 102.93 97.30
R2 101.12 101.12 96.90
R1 98.61 98.61 96.51 97.71
PP 96.80 96.80 96.80 96.34
S1 94.29 94.29 95.71 93.39
S2 92.48 92.48 95.32
S3 88.16 89.97 94.92
S4 83.84 85.65 93.73
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 99.64 94.02 5.62 5.8% 3.35 3.5% 37% False False 126,714
10 99.87 94.02 5.85 6.1% 2.79 2.9% 36% False False 100,006
20 99.87 90.17 9.70 10.1% 2.73 2.8% 61% False False 86,974
40 104.31 90.17 14.14 14.7% 2.85 3.0% 42% False False 70,700
60 115.63 90.17 25.46 26.5% 3.17 3.3% 23% False False 56,943
80 115.63 90.17 25.46 26.5% 2.88 3.0% 23% False False 47,058
100 115.63 90.17 25.46 26.5% 2.90 3.0% 23% False False 41,627
120 115.63 90.17 25.46 26.5% 2.67 2.8% 23% False False 37,077
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 0.64
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 117.66
2.618 110.61
1.618 106.29
1.000 103.62
0.618 101.97
HIGH 99.30
0.618 97.65
0.500 97.14
0.382 96.63
LOW 94.98
0.618 92.31
1.000 90.66
1.618 87.99
2.618 83.67
4.250 76.62
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 97.14 96.82
PP 96.80 96.58
S1 96.45 96.35

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

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