NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 95.69 93.32 -2.37 -2.5% 93.25
High 95.72 93.88 -1.84 -1.9% 97.05
Low 91.57 91.49 -0.08 -0.1% 91.49
Close 92.57 92.78 0.21 0.2% 92.78
Range 4.15 2.39 -1.76 -42.4% 5.56
ATR 2.94 2.90 -0.04 -1.3% 0.00
Volume 18,915 42,752 23,837 126.0% 102,907
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 99.89 98.72 94.09
R3 97.50 96.33 93.44
R2 95.11 95.11 93.22
R1 93.94 93.94 93.00 93.33
PP 92.72 92.72 92.72 92.41
S1 91.55 91.55 92.56 90.94
S2 90.33 90.33 92.34
S3 87.94 89.16 92.12
S4 85.55 86.77 91.47
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.45 107.18 95.84
R3 104.89 101.62 94.31
R2 99.33 99.33 93.80
R1 96.06 96.06 93.29 94.92
PP 93.77 93.77 93.77 93.20
S1 90.50 90.50 92.27 89.36
S2 88.21 88.21 91.76
S3 82.65 84.94 91.25
S4 77.09 79.38 89.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.05 91.49 5.56 6.0% 2.66 2.9% 23% False True 20,581
10 101.49 91.49 10.00 10.8% 2.88 3.1% 13% False True 19,687
20 104.85 91.49 13.36 14.4% 2.64 2.8% 10% False True 17,609
40 115.57 91.49 24.08 26.0% 3.18 3.4% 5% False True 13,519
60 115.57 91.49 24.08 26.0% 2.74 3.0% 5% False True 11,636
80 115.57 91.49 24.08 26.0% 2.55 2.8% 5% False True 10,640
100 115.57 91.49 24.08 26.0% 2.42 2.6% 5% False True 10,292
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 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.04
2.618 100.14
1.618 97.75
1.000 96.27
0.618 95.36
HIGH 93.88
0.618 92.97
0.500 92.69
0.382 92.40
LOW 91.49
0.618 90.01
1.000 89.10
1.618 87.62
2.618 85.23
4.250 81.33
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 92.75 94.27
PP 92.72 93.77
S1 92.69 93.28

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

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