NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 99.43 100.23 0.80 0.8% 98.16
High 100.50 100.23 -0.27 -0.3% 100.52
Low 98.76 98.85 0.09 0.1% 95.47
Close 100.20 99.60 -0.60 -0.6% 100.20
Range 1.74 1.38 -0.36 -20.7% 5.05
ATR 2.75 2.65 -0.10 -3.6% 0.00
Volume 74,570 54,396 -20,174 -27.1% 259,741
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.70 103.03 100.36
R3 102.32 101.65 99.98
R2 100.94 100.94 99.85
R1 100.27 100.27 99.73 99.92
PP 99.56 99.56 99.56 99.38
S1 98.89 98.89 99.47 98.54
S2 98.18 98.18 99.35
S3 96.80 97.51 99.22
S4 95.42 96.13 98.84
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.88 112.09 102.98
R3 108.83 107.04 101.59
R2 103.78 103.78 101.13
R1 101.99 101.99 100.66 102.89
PP 98.73 98.73 98.73 99.18
S1 96.94 96.94 99.74 97.84
S2 93.68 93.68 99.27
S3 88.63 91.89 98.81
S4 83.58 86.84 97.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.52 96.67 3.85 3.9% 2.23 2.2% 76% False False 54,508
10 100.52 94.50 6.02 6.0% 2.73 2.7% 85% False False 50,505
20 100.52 90.73 9.79 9.8% 2.54 2.6% 91% False False 45,714
40 104.65 90.73 13.92 14.0% 2.65 2.7% 64% False False 37,257
60 115.58 90.73 24.85 24.9% 3.05 3.1% 36% False False 29,232
80 115.58 90.73 24.85 24.9% 2.80 2.8% 36% False False 24,335
100 115.58 90.73 24.85 24.9% 2.67 2.7% 36% False False 21,087
120 115.58 90.73 24.85 24.9% 2.55 2.6% 36% False False 19,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 106.10
2.618 103.84
1.618 102.46
1.000 101.61
0.618 101.08
HIGH 100.23
0.618 99.70
0.500 99.54
0.382 99.38
LOW 98.85
0.618 98.00
1.000 97.47
1.618 96.62
2.618 95.24
4.250 92.99
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 99.58 99.42
PP 99.56 99.24
S1 99.54 99.06

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

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