NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 94.49 95.30 0.81 0.9% 100.61
High 96.65 95.30 -1.35 -1.4% 101.12
Low 94.18 90.80 -3.38 -3.6% 93.10
Close 96.35 92.04 -4.31 -4.5% 94.23
Range 2.47 4.50 2.03 82.2% 8.02
ATR 2.88 3.07 0.19 6.6% 0.00
Volume 21,236 33,151 11,915 56.1% 149,974
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 106.21 103.63 94.52
R3 101.71 99.13 93.28
R2 97.21 97.21 92.87
R1 94.63 94.63 92.45 93.67
PP 92.71 92.71 92.71 92.24
S1 90.13 90.13 91.63 89.17
S2 88.21 88.21 91.22
S3 83.71 85.63 90.80
S4 79.21 81.13 89.57
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 120.21 115.24 98.64
R3 112.19 107.22 96.44
R2 104.17 104.17 95.70
R1 99.20 99.20 94.97 97.68
PP 96.15 96.15 96.15 95.39
S1 91.18 91.18 93.49 89.66
S2 88.13 88.13 92.76
S3 80.11 83.16 92.02
S4 72.09 75.14 89.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.65 90.80 5.85 6.4% 2.97 3.2% 21% False True 24,720
10 103.41 90.80 12.61 13.7% 3.11 3.4% 10% False True 28,769
20 104.65 90.80 13.85 15.0% 2.73 3.0% 9% False True 25,985
40 115.58 90.80 24.78 26.9% 3.30 3.6% 5% False True 19,588
60 115.58 90.80 24.78 26.9% 2.86 3.1% 5% False True 16,199
80 115.58 90.80 24.78 26.9% 2.69 2.9% 5% False True 14,197
100 115.58 90.80 24.78 26.9% 2.54 2.8% 5% False True 13,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114.43
2.618 107.08
1.618 102.58
1.000 99.80
0.618 98.08
HIGH 95.30
0.618 93.58
0.500 93.05
0.382 92.52
LOW 90.80
0.618 88.02
1.000 86.30
1.618 83.52
2.618 79.02
4.250 71.68
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 93.05 93.73
PP 92.71 93.16
S1 92.38 92.60

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

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