NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 102.35 103.05 0.70 0.7% 102.10
High 103.76 103.41 -0.35 -0.3% 103.76
Low 102.23 100.18 -2.05 -2.0% 99.38
Close 103.31 100.88 -2.43 -2.4% 100.88
Range 1.53 3.23 1.70 111.1% 4.38
ATR 2.88 2.91 0.02 0.9% 0.00
Volume 40,354 40,661 307 0.8% 147,340
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 111.18 109.26 102.66
R3 107.95 106.03 101.77
R2 104.72 104.72 101.47
R1 102.80 102.80 101.18 102.15
PP 101.49 101.49 101.49 101.16
S1 99.57 99.57 100.58 98.92
S2 98.26 98.26 100.29
S3 95.03 96.34 99.99
S4 91.80 93.11 99.10
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.48 112.06 103.29
R3 110.10 107.68 102.08
R2 105.72 105.72 101.68
R1 103.30 103.30 101.28 102.32
PP 101.34 101.34 101.34 100.85
S1 98.92 98.92 100.48 97.94
S2 96.96 96.96 100.08
S3 92.58 94.54 99.68
S4 88.20 90.16 98.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.76 99.38 4.38 4.3% 2.42 2.4% 34% False False 29,468
10 104.65 99.38 5.27 5.2% 2.48 2.5% 28% False False 26,017
20 104.65 96.56 8.09 8.0% 2.69 2.7% 53% False False 19,290
40 115.58 96.56 19.02 18.9% 3.10 3.1% 23% False False 15,564
60 115.58 96.56 19.02 18.9% 2.69 2.7% 23% False False 13,205
80 115.58 95.00 20.58 20.4% 2.64 2.6% 29% False False 12,361
100 115.58 92.69 22.89 22.7% 2.40 2.4% 36% False False 11,657
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.14
2.618 111.87
1.618 108.64
1.000 106.64
0.618 105.41
HIGH 103.41
0.618 102.18
0.500 101.80
0.382 101.41
LOW 100.18
0.618 98.18
1.000 96.95
1.618 94.95
2.618 91.72
4.250 86.45
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 101.80 101.70
PP 101.49 101.43
S1 101.19 101.15

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

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