NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 96.15 98.04 1.89 2.0% 91.90
High 98.50 98.68 0.18 0.2% 96.87
Low 95.48 96.99 1.51 1.6% 90.73
Close 97.87 97.57 -0.30 -0.3% 96.06
Range 3.02 1.69 -1.33 -44.0% 6.14
ATR 2.78 2.70 -0.08 -2.8% 0.00
Volume 36,294 35,380 -914 -2.5% 198,547
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 102.82 101.88 98.50
R3 101.13 100.19 98.03
R2 99.44 99.44 97.88
R1 98.50 98.50 97.72 98.13
PP 97.75 97.75 97.75 97.56
S1 96.81 96.81 97.42 96.44
S2 96.06 96.06 97.26
S3 94.37 95.12 97.11
S4 92.68 93.43 96.64
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 98.68 93.80 4.88 5.0% 2.29 2.3% 77% True False 37,297
10 98.68 90.73 7.95 8.1% 2.49 2.6% 86% True False 39,341
20 103.76 90.73 13.03 13.4% 2.70 2.8% 52% False False 34,703
40 105.81 90.73 15.08 15.5% 2.89 3.0% 45% False False 25,641
60 115.58 90.73 24.85 25.5% 2.98 3.1% 28% False False 20,689
80 115.58 90.73 24.85 25.5% 2.70 2.8% 28% False False 17,460
100 115.58 90.73 24.85 25.5% 2.62 2.7% 28% False False 16,087
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.47
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.86
2.618 103.10
1.618 101.41
1.000 100.37
0.618 99.72
HIGH 98.68
0.618 98.03
0.500 97.84
0.382 97.64
LOW 96.99
0.618 95.95
1.000 95.30
1.618 94.26
2.618 92.57
4.250 89.81
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 97.84 97.26
PP 97.75 96.95
S1 97.66 96.64

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

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