NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 99.15 99.18 0.03 0.0% 97.83
High 100.62 99.50 -1.12 -1.1% 100.19
Low 97.76 97.14 -0.62 -0.6% 95.05
Close 99.59 97.40 -2.19 -2.2% 99.87
Range 2.86 2.36 -0.50 -17.5% 5.14
ATR 2.72 2.70 -0.02 -0.7% 0.00
Volume 318,440 290,310 -28,130 -8.8% 1,210,882
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.09 103.61 98.70
R3 102.73 101.25 98.05
R2 100.37 100.37 97.83
R1 98.89 98.89 97.62 98.45
PP 98.01 98.01 98.01 97.80
S1 96.53 96.53 97.18 96.09
S2 95.65 95.65 96.97
S3 93.29 94.17 96.75
S4 90.93 91.81 96.10
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 97.14 3.48 3.6% 2.26 2.3% 7% False True 258,401
10 100.62 94.98 5.64 5.8% 2.63 2.7% 43% False False 234,361
20 100.62 93.22 7.40 7.6% 2.65 2.7% 56% False False 163,826
40 104.31 90.17 14.14 14.5% 2.73 2.8% 51% False False 116,568
60 114.05 90.17 23.88 24.5% 3.17 3.3% 30% False False 90,078
80 115.63 90.17 25.46 26.1% 2.96 3.0% 28% False False 72,957
100 115.63 90.17 25.46 26.1% 2.83 2.9% 28% False False 61,587
120 115.63 90.17 25.46 26.1% 2.74 2.8% 28% False False 54,260
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 0.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.53
2.618 105.68
1.618 103.32
1.000 101.86
0.618 100.96
HIGH 99.50
0.618 98.60
0.500 98.32
0.382 98.04
LOW 97.14
0.618 95.68
1.000 94.78
1.618 93.32
2.618 90.96
4.250 87.11
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 98.32 98.88
PP 98.01 98.39
S1 97.71 97.89

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

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