NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 99.64 97.65 -1.99 -2.0% 98.16
High 99.91 98.40 -1.51 -1.5% 100.52
Low 97.65 96.90 -0.75 -0.8% 95.47
Close 97.84 97.87 0.03 0.0% 100.20
Range 2.26 1.50 -0.76 -33.6% 5.05
ATR 2.64 2.56 -0.08 -3.1% 0.00
Volume 71,304 72,803 1,499 2.1% 259,741
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 102.22 101.55 98.70
R3 100.72 100.05 98.28
R2 99.22 99.22 98.15
R1 98.55 98.55 98.01 98.89
PP 97.72 97.72 97.72 97.89
S1 97.05 97.05 97.73 97.39
S2 96.22 96.22 97.60
S3 94.72 95.55 97.46
S4 93.22 94.05 97.05
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
5 101.00 96.90 4.10 4.2% 1.94 2.0% 24% False True 66,437
10 101.00 95.47 5.53 5.7% 2.32 2.4% 43% False False 57,106
20 101.00 94.50 6.50 6.6% 2.51 2.6% 52% False False 49,674
40 103.76 90.73 13.03 13.3% 2.61 2.7% 55% False False 40,844
60 112.13 90.73 21.40 21.9% 3.03 3.1% 33% False False 32,160
80 115.58 90.73 24.85 25.4% 2.83 2.9% 29% False False 26,532
100 115.58 90.73 24.85 25.4% 2.68 2.7% 29% False False 22,815
120 115.58 90.73 24.85 25.4% 2.57 2.6% 29% False False 20,765
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 True
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.78
2.618 102.33
1.618 100.83
1.000 99.90
0.618 99.33
HIGH 98.40
0.618 97.83
0.500 97.65
0.382 97.47
LOW 96.90
0.618 95.97
1.000 95.40
1.618 94.47
2.618 92.97
4.250 90.53
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 97.80 98.95
PP 97.72 98.59
S1 97.65 98.23

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

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