NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 96.73 98.53 1.80 1.9% 92.34
High 98.96 99.11 0.15 0.2% 97.30
Low 96.03 97.37 1.34 1.4% 91.35
Close 98.37 98.02 -0.35 -0.4% 96.61
Range 2.93 1.74 -1.19 -40.6% 5.95
ATR 2.67 2.60 -0.07 -2.5% 0.00
Volume 30,389 22,037 -8,352 -27.5% 127,360
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.39 102.44 98.98
R3 101.65 100.70 98.50
R2 99.91 99.91 98.34
R1 98.96 98.96 98.18 98.57
PP 98.17 98.17 98.17 97.97
S1 97.22 97.22 97.86 96.83
S2 96.43 96.43 97.70
S3 94.69 95.48 97.54
S4 92.95 93.74 97.06
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 99.11 94.35 4.76 4.9% 2.20 2.2% 77% True False 24,509
10 99.11 91.35 7.76 7.9% 2.40 2.4% 86% True False 25,358
20 104.00 91.35 12.65 12.9% 2.58 2.6% 53% False False 22,750
40 105.74 91.35 14.39 14.7% 2.74 2.8% 46% False False 16,629
60 115.57 91.35 24.22 24.7% 2.82 2.9% 28% False False 13,662
80 115.57 91.35 24.22 24.7% 2.56 2.6% 28% False False 12,041
100 115.57 91.35 24.22 24.7% 2.48 2.5% 28% False False 11,611
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 2 trading days
Fibonacci Retracements and Extensions
4.250 106.51
2.618 103.67
1.618 101.93
1.000 100.85
0.618 100.19
HIGH 99.11
0.618 98.45
0.500 98.24
0.382 98.03
LOW 97.37
0.618 96.29
1.000 95.63
1.618 94.55
2.618 92.81
4.250 89.98
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 98.24 97.73
PP 98.17 97.44
S1 98.09 97.16

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

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