NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 96.72 96.73 0.01 0.0% 92.34
High 96.91 98.96 2.05 2.1% 97.30
Low 95.20 96.03 0.83 0.9% 91.35
Close 96.61 98.37 1.76 1.8% 96.61
Range 1.71 2.93 1.22 71.3% 5.95
ATR 2.65 2.67 0.02 0.8% 0.00
Volume 21,181 30,389 9,208 43.5% 127,360
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.58 105.40 99.98
R3 103.65 102.47 99.18
R2 100.72 100.72 98.91
R1 99.54 99.54 98.64 100.13
PP 97.79 97.79 97.79 98.08
S1 96.61 96.61 98.10 97.20
S2 94.86 94.86 97.83
S3 91.93 93.68 97.56
S4 89.00 90.75 96.76
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.94 110.72 99.88
R3 106.99 104.77 98.25
R2 101.04 101.04 97.70
R1 98.82 98.82 97.16 99.93
PP 95.09 95.09 95.09 95.64
S1 92.87 92.87 96.06 93.98
S2 89.14 89.14 95.52
S3 83.19 86.92 94.97
S4 77.24 80.97 93.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.96 92.06 6.90 7.0% 2.36 2.4% 91% True False 24,133
10 98.96 91.35 7.61 7.7% 2.43 2.5% 92% True False 24,211
20 104.00 91.35 12.65 12.9% 2.59 2.6% 55% False False 22,091
40 105.74 91.35 14.39 14.6% 2.81 2.9% 49% False False 16,368
60 115.57 91.35 24.22 24.6% 2.83 2.9% 29% False False 13,454
80 115.57 91.35 24.22 24.6% 2.57 2.6% 29% False False 11,882
100 115.57 91.35 24.22 24.6% 2.48 2.5% 29% False False 11,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 111.41
2.618 106.63
1.618 103.70
1.000 101.89
0.618 100.77
HIGH 98.96
0.618 97.84
0.500 97.50
0.382 97.15
LOW 96.03
0.618 94.22
1.000 93.10
1.618 91.29
2.618 88.36
4.250 83.58
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 98.08 97.94
PP 97.79 97.51
S1 97.50 97.08

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

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