NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 95.30 92.74 -2.56 -2.7% 93.79
High 95.30 93.33 -1.97 -2.1% 96.65
Low 90.80 90.94 0.14 0.2% 90.80
Close 92.04 92.23 0.19 0.2% 92.23
Range 4.50 2.39 -2.11 -46.9% 5.85
ATR 3.07 3.02 -0.05 -1.6% 0.00
Volume 33,151 68,802 35,651 107.5% 165,864
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 99.34 98.17 93.54
R3 96.95 95.78 92.89
R2 94.56 94.56 92.67
R1 93.39 93.39 92.45 92.78
PP 92.17 92.17 92.17 91.86
S1 91.00 91.00 92.01 90.39
S2 89.78 89.78 91.79
S3 87.39 88.61 91.57
S4 85.00 86.22 90.92
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.78 107.35 95.45
R3 104.93 101.50 93.84
R2 99.08 99.08 93.30
R1 95.65 95.65 92.77 94.44
PP 93.23 93.23 93.23 92.62
S1 89.80 89.80 91.69 88.59
S2 87.38 87.38 91.16
S3 81.53 83.95 90.62
S4 75.68 78.10 89.01
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 6.3% 2.76 3.0% 24% False False 33,172
10 101.12 90.80 10.32 11.2% 3.02 3.3% 14% False False 31,583
20 104.65 90.80 13.85 15.0% 2.75 3.0% 10% False False 28,800
40 115.58 90.80 24.78 26.9% 3.31 3.6% 6% False False 20,991
60 115.58 90.80 24.78 26.9% 2.89 3.1% 6% False False 17,209
80 115.58 90.80 24.78 26.9% 2.70 2.9% 6% False False 14,931
100 115.58 90.80 24.78 26.9% 2.56 2.8% 6% False False 14,039
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.49
2.618 99.59
1.618 97.20
1.000 95.72
0.618 94.81
HIGH 93.33
0.618 92.42
0.500 92.14
0.382 91.85
LOW 90.94
0.618 89.46
1.000 88.55
1.618 87.07
2.618 84.68
4.250 80.78
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 92.20 93.73
PP 92.17 93.23
S1 92.14 92.73

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

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