NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 97.56 98.73 1.17 1.2% 96.15
High 100.02 99.72 -0.30 -0.3% 100.27
Low 97.40 95.44 -1.96 -2.0% 95.48
Close 98.90 96.55 -2.35 -2.4% 97.19
Range 2.62 4.28 1.66 63.4% 4.79
ATR 2.78 2.88 0.11 3.9% 0.00
Volume 54,735 44,863 -9,872 -18.0% 165,322
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 110.08 107.59 98.90
R3 105.80 103.31 97.73
R2 101.52 101.52 97.33
R1 99.03 99.03 96.94 98.14
PP 97.24 97.24 97.24 96.79
S1 94.75 94.75 96.16 93.86
S2 92.96 92.96 95.77
S3 88.68 90.47 95.37
S4 84.40 86.19 94.20
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
5 100.05 94.50 5.55 5.7% 3.26 3.4% 37% False False 48,513
10 100.27 94.50 5.77 6.0% 2.71 2.8% 36% False False 42,242
20 100.27 90.73 9.54 9.9% 2.64 2.7% 61% False False 38,726
40 104.65 90.73 13.92 14.4% 2.74 2.8% 42% False False 30,342
60 115.58 90.73 24.85 25.7% 3.01 3.1% 23% False False 24,201
80 115.58 90.73 24.85 25.7% 2.72 2.8% 23% False False 20,411
100 115.58 90.73 24.85 25.7% 2.73 2.8% 23% False False 18,269
120 115.58 90.73 24.85 25.7% 2.51 2.6% 23% False False 16,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 117.91
2.618 110.93
1.618 106.65
1.000 104.00
0.618 102.37
HIGH 99.72
0.618 98.09
0.500 97.58
0.382 97.07
LOW 95.44
0.618 92.79
1.000 91.16
1.618 88.51
2.618 84.23
4.250 77.25
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 97.58 97.26
PP 97.24 97.02
S1 96.89 96.79

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

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