NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 99.76 99.15 -0.61 -0.6% 97.83
High 99.87 100.62 0.75 0.8% 100.19
Low 98.52 97.76 -0.76 -0.8% 95.05
Close 99.20 99.59 0.39 0.4% 99.87
Range 1.35 2.86 1.51 111.9% 5.14
ATR 2.71 2.72 0.01 0.4% 0.00
Volume 193,035 318,440 125,405 65.0% 1,210,882
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 107.90 106.61 101.16
R3 105.04 103.75 100.38
R2 102.18 102.18 100.11
R1 100.89 100.89 99.85 101.54
PP 99.32 99.32 99.32 99.65
S1 98.03 98.03 99.33 98.68
S2 96.46 96.46 99.07
S3 93.60 95.17 98.80
S4 90.74 92.31 98.02
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.79 111.97 102.70
R3 108.65 106.83 101.28
R2 103.51 103.51 100.81
R1 101.69 101.69 100.34 102.60
PP 98.37 98.37 98.37 98.83
S1 96.55 96.55 99.40 97.46
S2 93.23 93.23 98.93
S3 88.09 91.41 98.46
S4 82.95 86.27 97.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.62 96.93 3.69 3.7% 2.27 2.3% 72% True False 255,444
10 100.62 94.98 5.64 5.7% 2.66 2.7% 82% True False 219,515
20 100.62 91.01 9.61 9.6% 2.66 2.7% 89% True False 152,513
40 104.31 90.17 14.14 14.2% 2.76 2.8% 67% False False 110,336
60 115.63 90.17 25.46 25.6% 3.20 3.2% 37% False False 85,607
80 115.63 90.17 25.46 25.6% 2.95 3.0% 37% False False 69,513
100 115.63 90.17 25.46 25.6% 2.82 2.8% 37% False False 58,877
120 115.63 90.17 25.46 25.6% 2.73 2.7% 37% False False 51,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.78
2.618 108.11
1.618 105.25
1.000 103.48
0.618 102.39
HIGH 100.62
0.618 99.53
0.500 99.19
0.382 98.85
LOW 97.76
0.618 95.99
1.000 94.90
1.618 93.13
2.618 90.27
4.250 85.61
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 99.46 99.46
PP 99.32 99.32
S1 99.19 99.19

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

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