NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 98.16 96.80 -1.36 -1.4% 96.90
High 98.43 99.36 0.93 0.9% 100.02
Low 95.47 96.67 1.20 1.3% 94.50
Close 96.65 98.24 1.59 1.6% 97.99
Range 2.96 2.69 -0.27 -9.1% 5.52
ATR 2.86 2.85 -0.01 -0.4% 0.00
Volume 41,594 50,829 9,235 22.2% 236,285
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.16 104.89 99.72
R3 103.47 102.20 98.98
R2 100.78 100.78 98.73
R1 99.51 99.51 98.49 100.15
PP 98.09 98.09 98.09 98.41
S1 96.82 96.82 97.99 97.46
S2 95.40 95.40 97.75
S3 92.71 94.13 97.50
S4 90.02 91.44 96.76
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.06 111.55 101.03
R3 108.54 106.03 99.51
R2 103.02 103.02 99.00
R1 100.51 100.51 98.50 101.77
PP 97.50 97.50 97.50 98.13
S1 94.99 94.99 97.48 96.25
S2 91.98 91.98 96.98
S3 86.46 89.47 96.47
S4 80.94 83.95 94.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.02 95.44 4.58 4.7% 3.00 3.1% 61% False False 49,144
10 100.27 94.50 5.77 5.9% 2.85 2.9% 65% False False 45,773
20 100.27 90.73 9.54 9.7% 2.70 2.7% 79% False False 41,624
40 104.65 90.73 13.92 14.2% 2.73 2.8% 54% False False 33,060
60 115.58 90.73 24.85 25.3% 3.04 3.1% 30% False False 26,183
80 115.58 90.73 24.85 25.3% 2.76 2.8% 30% False False 21,996
100 115.58 90.73 24.85 25.3% 2.67 2.7% 30% False False 19,300
120 115.58 90.73 24.85 25.3% 2.54 2.6% 30% False False 17,827
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.79
2.618 106.40
1.618 103.71
1.000 102.05
0.618 101.02
HIGH 99.36
0.618 98.33
0.500 98.02
0.382 97.70
LOW 96.67
0.618 95.01
1.000 93.98
1.618 92.32
2.618 89.63
4.250 85.24
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 98.17 97.97
PP 98.09 97.69
S1 98.02 97.42

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

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