NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 96.90 96.05 -0.85 -0.9% 96.15
High 97.27 98.34 1.07 1.1% 100.27
Low 95.16 94.50 -0.66 -0.7% 95.48
Close 96.11 98.27 2.16 2.2% 97.19
Range 2.11 3.84 1.73 82.0% 4.79
ATR 2.71 2.79 0.08 3.0% 0.00
Volume 45,367 37,618 -7,749 -17.1% 165,322
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 108.56 107.25 100.38
R3 104.72 103.41 99.33
R2 100.88 100.88 98.97
R1 99.57 99.57 98.62 100.23
PP 97.04 97.04 97.04 97.36
S1 95.73 95.73 97.92 96.39
S2 93.20 93.20 97.57
S3 89.36 91.89 97.21
S4 85.52 88.05 96.16
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.02 109.39 99.82
R3 107.23 104.60 98.51
R2 102.44 102.44 98.07
R1 99.81 99.81 97.63 101.13
PP 97.65 97.65 97.65 98.30
S1 95.02 95.02 96.75 96.34
S2 92.86 92.86 96.31
S3 88.07 90.23 95.87
S4 83.28 85.44 94.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.27 94.50 5.77 5.9% 2.70 2.7% 65% False True 42,402
10 100.27 91.55 8.72 8.9% 2.58 2.6% 77% False False 39,717
20 101.12 90.73 10.39 10.6% 2.72 2.8% 73% False False 36,585
40 104.65 90.73 13.92 14.2% 2.70 2.7% 54% False False 28,355
60 115.58 90.73 24.85 25.3% 2.99 3.0% 30% False False 22,912
80 115.58 90.73 24.85 25.3% 2.69 2.7% 30% False False 19,356
100 115.58 90.73 24.85 25.3% 2.68 2.7% 30% False False 17,465
120 115.58 90.73 24.85 25.3% 2.47 2.5% 30% False False 16,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 114.66
2.618 108.39
1.618 104.55
1.000 102.18
0.618 100.71
HIGH 98.34
0.618 96.87
0.500 96.42
0.382 95.97
LOW 94.50
0.618 92.13
1.000 90.66
1.618 88.29
2.618 84.45
4.250 78.18
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 97.65 97.94
PP 97.04 97.61
S1 96.42 97.28

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

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