NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 102.12 102.10 -0.02 0.0% 102.05
High 102.12 102.10 -0.02 0.0% 104.65
Low 99.81 100.11 0.30 0.3% 99.81
Close 101.76 100.56 -1.20 -1.2% 101.76
Range 2.31 1.99 -0.32 -13.9% 4.84
ATR 3.11 3.03 -0.08 -2.6% 0.00
Volume 37,921 22,916 -15,005 -39.6% 83,062
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 106.89 105.72 101.65
R3 104.90 103.73 101.11
R2 102.91 102.91 100.92
R1 101.74 101.74 100.74 101.33
PP 100.92 100.92 100.92 100.72
S1 99.75 99.75 100.38 99.34
S2 98.93 98.93 100.20
S3 96.94 97.76 100.01
S4 94.95 95.77 99.47
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.59 114.02 104.42
R3 111.75 109.18 103.09
R2 106.91 106.91 102.65
R1 104.34 104.34 102.20 103.21
PP 102.07 102.07 102.07 101.51
S1 99.50 99.50 101.32 98.37
S2 97.23 97.23 100.87
S3 92.39 94.66 100.43
S4 87.55 89.82 99.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.65 99.81 4.84 4.8% 2.70 2.7% 15% False False 21,195
10 104.65 97.46 7.19 7.1% 2.64 2.6% 43% False False 18,957
20 105.81 96.56 9.25 9.2% 3.24 3.2% 43% False False 16,531
40 115.58 96.56 19.02 18.9% 3.13 3.1% 21% False False 13,510
60 115.58 96.56 19.02 18.9% 2.72 2.7% 21% False False 11,575
80 115.58 95.00 20.58 20.5% 2.59 2.6% 27% False False 11,329
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.56
2.618 107.31
1.618 105.32
1.000 104.09
0.618 103.33
HIGH 102.10
0.618 101.34
0.500 101.11
0.382 100.87
LOW 100.11
0.618 98.88
1.000 98.12
1.618 96.89
2.618 94.90
4.250 91.65
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 101.11 101.07
PP 100.92 100.90
S1 100.74 100.73

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

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