NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 99.18 97.27 -1.91 -1.9% 97.83
High 99.50 98.01 -1.49 -1.5% 100.19
Low 97.14 96.51 -0.63 -0.6% 95.05
Close 97.40 97.44 0.04 0.0% 99.87
Range 2.36 1.50 -0.86 -36.4% 5.14
ATR 2.70 2.61 -0.09 -3.2% 0.00
Volume 290,310 220,157 -70,153 -24.2% 1,210,882
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 101.82 101.13 98.27
R3 100.32 99.63 97.85
R2 98.82 98.82 97.72
R1 98.13 98.13 97.58 98.48
PP 97.32 97.32 97.32 97.49
S1 96.63 96.63 97.30 96.98
S2 95.82 95.82 97.17
S3 94.32 95.13 97.03
S4 92.82 93.63 96.62
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 96.51 4.11 4.2% 1.97 2.0% 23% False True 245,944
10 100.62 95.05 5.57 5.7% 2.35 2.4% 43% False False 241,773
20 100.62 94.02 6.60 6.8% 2.57 2.6% 52% False False 170,889
40 103.35 90.17 13.18 13.5% 2.68 2.8% 55% False False 120,747
60 112.12 90.17 21.95 22.5% 3.15 3.2% 33% False False 93,434
80 115.63 90.17 25.46 26.1% 2.97 3.0% 29% False False 75,497
100 115.63 90.17 25.46 26.1% 2.82 2.9% 29% False False 63,519
120 115.63 90.17 25.46 26.1% 2.73 2.8% 29% False False 56,002
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 True
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.39
2.618 101.94
1.618 100.44
1.000 99.51
0.618 98.94
HIGH 98.01
0.618 97.44
0.500 97.26
0.382 97.08
LOW 96.51
0.618 95.58
1.000 95.01
1.618 94.08
2.618 92.58
4.250 90.14
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 97.38 98.57
PP 97.32 98.19
S1 97.26 97.82

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

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