NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 98.53 98.40 -0.13 -0.1% 92.34
High 99.11 100.67 1.56 1.6% 97.30
Low 97.37 98.28 0.91 0.9% 91.35
Close 98.02 100.07 2.05 2.1% 96.61
Range 1.74 2.39 0.65 37.4% 5.95
ATR 2.60 2.61 0.00 0.1% 0.00
Volume 22,037 22,324 287 1.3% 127,360
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.84 105.85 101.38
R3 104.45 103.46 100.73
R2 102.06 102.06 100.51
R1 101.07 101.07 100.29 101.57
PP 99.67 99.67 99.67 99.92
S1 98.68 98.68 99.85 99.18
S2 97.28 97.28 99.63
S3 94.89 96.29 99.41
S4 92.50 93.90 98.76
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
5 100.67 95.20 5.47 5.5% 2.10 2.1% 89% True False 23,543
10 100.67 91.35 9.32 9.3% 2.39 2.4% 94% True False 26,377
20 104.00 91.35 12.65 12.6% 2.53 2.5% 69% False False 22,919
40 105.74 91.35 14.39 14.4% 2.70 2.7% 61% False False 16,825
60 115.57 91.35 24.22 24.2% 2.81 2.8% 36% False False 13,884
80 115.57 91.35 24.22 24.2% 2.57 2.6% 36% False False 12,233
100 115.57 91.35 24.22 24.2% 2.49 2.5% 36% False False 11,746
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.83
2.618 106.93
1.618 104.54
1.000 103.06
0.618 102.15
HIGH 100.67
0.618 99.76
0.500 99.48
0.382 99.19
LOW 98.28
0.618 96.80
1.000 95.89
1.618 94.41
2.618 92.02
4.250 88.12
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 99.87 99.50
PP 99.67 98.92
S1 99.48 98.35

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

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