NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 97.61 96.45 -1.16 -1.2% 96.73
High 97.73 98.79 1.06 1.1% 100.67
Low 95.68 95.00 -0.68 -0.7% 96.03
Close 96.64 98.74 2.10 2.2% 97.72
Range 2.05 3.79 1.74 84.9% 4.64
ATR 2.62 2.70 0.08 3.2% 0.00
Volume 32,883 27,104 -5,779 -17.6% 114,669
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 108.88 107.60 100.82
R3 105.09 103.81 99.78
R2 101.30 101.30 99.43
R1 100.02 100.02 99.09 100.66
PP 97.51 97.51 97.51 97.83
S1 96.23 96.23 98.39 96.87
S2 93.72 93.72 98.05
S3 89.93 92.44 97.70
S4 86.14 88.65 96.66
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.06 109.53 100.27
R3 107.42 104.89 99.00
R2 102.78 102.78 98.57
R1 100.25 100.25 98.15 101.52
PP 98.14 98.14 98.14 98.77
S1 95.61 95.61 97.29 96.88
S2 93.50 93.50 96.87
S3 88.86 90.97 96.44
S4 84.22 86.33 95.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.67 95.00 5.67 5.7% 2.67 2.7% 66% False True 28,853
10 100.67 92.06 8.61 8.7% 2.51 2.5% 78% False False 26,493
20 101.49 91.35 10.14 10.3% 2.62 2.7% 73% False False 23,865
40 104.85 91.35 13.50 13.7% 2.56 2.6% 55% False False 18,312
60 115.57 91.35 24.22 24.5% 2.85 2.9% 31% False False 15,056
80 115.57 91.35 24.22 24.5% 2.55 2.6% 31% False False 13,270
100 115.57 91.35 24.22 24.5% 2.54 2.6% 31% False False 12,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 114.90
2.618 108.71
1.618 104.92
1.000 102.58
0.618 101.13
HIGH 98.79
0.618 97.34
0.500 96.90
0.382 96.45
LOW 95.00
0.618 92.66
1.000 91.21
1.618 88.87
2.618 85.08
4.250 78.89
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 98.13 98.41
PP 97.51 98.07
S1 96.90 97.74

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

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