NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 96.03 96.17 0.14 0.1% 91.90
High 96.80 96.46 -0.34 -0.4% 96.87
Low 95.01 94.59 -0.42 -0.4% 90.73
Close 96.50 96.06 -0.44 -0.5% 96.06
Range 1.79 1.87 0.08 4.5% 6.14
ATR 2.82 2.76 -0.07 -2.3% 0.00
Volume 38,446 36,074 -2,372 -6.2% 198,547
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 101.31 100.56 97.09
R3 99.44 98.69 96.57
R2 97.57 97.57 96.40
R1 96.82 96.82 96.23 96.26
PP 95.70 95.70 95.70 95.43
S1 94.95 94.95 95.89 94.39
S2 93.83 93.83 95.72
S3 91.96 93.08 95.55
S4 90.09 91.21 95.03
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.97 110.66 99.44
R3 106.83 104.52 97.75
R2 100.69 100.69 97.19
R1 98.38 98.38 96.62 99.54
PP 94.55 94.55 94.55 95.13
S1 92.24 92.24 95.50 93.40
S2 88.41 88.41 94.93
S3 82.27 86.10 94.37
S4 76.13 79.96 92.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.87 90.73 6.14 6.4% 2.17 2.3% 87% False False 39,709
10 96.87 90.73 6.14 6.4% 2.46 2.6% 87% False False 36,441
20 103.76 90.73 13.03 13.6% 2.66 2.8% 41% False False 33,086
40 105.81 90.73 15.08 15.7% 3.07 3.2% 35% False False 24,695
60 115.58 90.73 24.85 25.9% 2.96 3.1% 21% False False 19,784
80 115.58 90.73 24.85 25.9% 2.73 2.8% 21% False False 16,779
100 115.58 90.73 24.85 25.9% 2.60 2.7% 21% False False 15,541
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.41
2.618 101.36
1.618 99.49
1.000 98.33
0.618 97.62
HIGH 96.46
0.618 95.75
0.500 95.53
0.382 95.30
LOW 94.59
0.618 93.43
1.000 92.72
1.618 91.56
2.618 89.69
4.250 86.64
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 95.88 95.82
PP 95.70 95.58
S1 95.53 95.34

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

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