NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 98.17 96.40 -1.77 -1.8% 96.45
High 99.30 98.12 -1.18 -1.2% 99.61
Low 94.98 95.63 0.65 0.7% 94.02
Close 96.11 97.60 1.49 1.6% 97.60
Range 4.32 2.49 -1.83 -42.4% 5.59
ATR 2.97 2.93 -0.03 -1.2% 0.00
Volume 146,042 184,909 38,867 26.6% 709,408
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 104.59 103.58 98.97
R3 102.10 101.09 98.28
R2 99.61 99.61 98.06
R1 98.60 98.60 97.83 99.11
PP 97.12 97.12 97.12 97.37
S1 96.11 96.11 97.37 96.62
S2 94.63 94.63 97.14
S3 92.14 93.62 96.92
S4 89.65 91.13 96.23
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.85 111.31 100.67
R3 108.26 105.72 99.14
R2 102.67 102.67 98.62
R1 100.13 100.13 98.11 101.40
PP 97.08 97.08 97.08 97.71
S1 94.54 94.54 97.09 95.81
S2 91.49 91.49 96.58
S3 85.90 88.95 96.06
S4 80.31 83.36 94.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.61 94.02 5.59 5.7% 3.13 3.2% 64% False False 141,881
10 99.87 94.02 5.85 6.0% 2.85 2.9% 61% False False 110,325
20 99.87 90.17 9.70 9.9% 2.77 2.8% 77% False False 92,010
40 104.31 90.17 14.14 14.5% 2.84 2.9% 53% False False 74,452
60 115.63 90.17 25.46 26.1% 3.17 3.2% 29% False False 59,710
80 115.63 90.17 25.46 26.1% 2.88 2.9% 29% False False 49,258
100 115.63 90.17 25.46 26.1% 2.87 2.9% 29% False False 43,345
120 115.63 90.17 25.46 26.1% 2.68 2.7% 29% False False 38,531
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.70
2.618 104.64
1.618 102.15
1.000 100.61
0.618 99.66
HIGH 98.12
0.618 97.17
0.500 96.88
0.382 96.58
LOW 95.63
0.618 94.09
1.000 93.14
1.618 91.60
2.618 89.11
4.250 85.05
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 97.36 97.50
PP 97.12 97.40
S1 96.88 97.30

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

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