NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 92.74 91.90 -0.84 -0.9% 93.79
High 93.33 92.31 -1.02 -1.1% 96.65
Low 90.94 90.73 -0.21 -0.2% 90.80
Close 92.23 91.70 -0.53 -0.6% 92.23
Range 2.39 1.58 -0.81 -33.9% 5.85
ATR 3.02 2.92 -0.10 -3.4% 0.00
Volume 68,802 49,679 -19,123 -27.8% 165,864
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 96.32 95.59 92.57
R3 94.74 94.01 92.13
R2 93.16 93.16 91.99
R1 92.43 92.43 91.84 92.01
PP 91.58 91.58 91.58 91.37
S1 90.85 90.85 91.56 90.43
S2 90.00 90.00 91.41
S3 88.42 89.27 91.27
S4 86.84 87.69 90.83
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 90.73 5.92 6.5% 2.63 2.9% 16% False True 37,919
10 101.12 90.73 10.39 11.3% 2.86 3.1% 9% False True 33,454
20 104.65 90.73 13.92 15.2% 2.77 3.0% 7% False True 29,795
40 115.58 90.73 24.85 27.1% 3.30 3.6% 4% False True 21,974
60 115.58 90.73 24.85 27.1% 2.88 3.1% 4% False True 17,876
80 115.58 90.73 24.85 27.1% 2.71 3.0% 4% False True 15,429
100 115.58 90.73 24.85 27.1% 2.56 2.8% 4% False True 14,435
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.41
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.03
2.618 96.45
1.618 94.87
1.000 93.89
0.618 93.29
HIGH 92.31
0.618 91.71
0.500 91.52
0.382 91.33
LOW 90.73
0.618 89.75
1.000 89.15
1.618 88.17
2.618 86.59
4.250 84.02
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 91.64 93.02
PP 91.58 92.58
S1 91.52 92.14

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

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