NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 97.00 96.65 -0.35 -0.4% 101.06
High 97.36 96.66 -0.70 -0.7% 101.49
Low 96.05 93.59 -2.46 -2.6% 93.59
Close 96.55 94.63 -1.92 -2.0% 94.63
Range 1.31 3.07 1.76 134.4% 7.90
ATR 2.88 2.89 0.01 0.5% 0.00
Volume 19,601 16,471 -3,130 -16.0% 93,966
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 104.17 102.47 96.32
R3 101.10 99.40 95.47
R2 98.03 98.03 95.19
R1 96.33 96.33 94.91 95.65
PP 94.96 94.96 94.96 94.62
S1 93.26 93.26 94.35 92.58
S2 91.89 91.89 94.07
S3 88.82 90.19 93.79
S4 85.75 87.12 92.94
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 120.27 115.35 98.98
R3 112.37 107.45 96.80
R2 104.47 104.47 96.08
R1 99.55 99.55 95.35 98.06
PP 96.57 96.57 96.57 95.83
S1 91.65 91.65 93.91 90.16
S2 88.67 88.67 93.18
S3 80.77 83.75 92.46
S4 72.87 75.85 90.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.49 93.59 7.90 8.3% 3.10 3.3% 13% False True 18,793
10 104.00 93.59 10.41 11.0% 2.72 2.9% 10% False True 19,207
20 104.85 93.59 11.26 11.9% 2.62 2.8% 9% False True 14,618
40 115.57 93.59 21.98 23.2% 3.05 3.2% 5% False True 11,732
60 115.57 93.59 21.98 23.2% 2.61 2.8% 5% False True 10,586
80 115.57 93.59 21.98 23.2% 2.55 2.7% 5% False True 10,157
100 115.57 93.59 21.98 23.2% 2.36 2.5% 5% False True 9,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.71
2.618 104.70
1.618 101.63
1.000 99.73
0.618 98.56
HIGH 96.66
0.618 95.49
0.500 95.13
0.382 94.76
LOW 93.59
0.618 91.69
1.000 90.52
1.618 88.62
2.618 85.55
4.250 80.54
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 95.13 97.54
PP 94.96 96.57
S1 94.80 95.60

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

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