NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 98.48 98.36 -0.12 -0.1% 96.45
High 99.37 100.16 0.79 0.8% 99.61
Low 96.93 97.20 0.27 0.3% 94.02
Close 98.40 99.13 0.73 0.7% 97.60
Range 2.44 2.96 0.52 21.3% 5.59
ATR 2.89 2.89 0.01 0.2% 0.00
Volume 275,522 282,445 6,923 2.5% 709,408
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 107.71 106.38 100.76
R3 104.75 103.42 99.94
R2 101.79 101.79 99.67
R1 100.46 100.46 99.40 101.13
PP 98.83 98.83 98.83 99.16
S1 97.50 97.50 98.86 98.17
S2 95.87 95.87 98.59
S3 92.91 94.54 98.32
S4 89.95 91.58 97.50
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
5 100.16 95.05 5.11 5.2% 2.72 2.7% 80% True False 237,602
10 100.16 94.02 6.14 6.2% 3.04 3.1% 83% True False 182,158
20 100.16 90.17 9.99 10.1% 2.80 2.8% 90% True False 132,238
40 104.31 90.17 14.14 14.3% 2.78 2.8% 63% False False 95,968
60 115.63 90.17 25.46 25.7% 3.21 3.2% 35% False False 75,025
80 115.63 90.17 25.46 25.7% 2.94 3.0% 35% False False 61,012
100 115.63 90.17 25.46 25.7% 2.84 2.9% 35% False False 52,219
120 115.63 90.17 25.46 25.7% 2.72 2.7% 35% False False 46,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.74
2.618 107.91
1.618 104.95
1.000 103.12
0.618 101.99
HIGH 100.16
0.618 99.03
0.500 98.68
0.382 98.33
LOW 97.20
0.618 95.37
1.000 94.24
1.618 92.41
2.618 89.45
4.250 84.62
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 98.98 98.82
PP 98.83 98.51
S1 98.68 98.21

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

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