NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 99.24 97.14 -2.10 -2.1% 97.61
High 100.15 98.91 -1.24 -1.2% 100.40
Low 95.99 96.64 0.65 0.7% 95.00
Close 97.06 98.46 1.40 1.4% 98.46
Range 4.16 2.27 -1.89 -45.4% 5.40
ATR 2.79 2.76 -0.04 -1.3% 0.00
Volume 30,565 35,448 4,883 16.0% 161,585
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 104.81 103.91 99.71
R3 102.54 101.64 99.08
R2 100.27 100.27 98.88
R1 99.37 99.37 98.67 99.82
PP 98.00 98.00 98.00 98.23
S1 97.10 97.10 98.25 97.55
S2 95.73 95.73 98.04
S3 93.46 94.83 97.84
S4 91.19 92.56 97.21
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.15 111.71 101.43
R3 108.75 106.31 99.95
R2 103.35 103.35 99.45
R1 100.91 100.91 98.96 102.13
PP 97.95 97.95 97.95 98.57
S1 95.51 95.51 97.97 96.73
S2 92.55 92.55 97.47
S3 87.15 90.11 96.98
S4 81.75 84.71 95.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.40 95.00 5.40 5.5% 2.96 3.0% 64% False False 32,317
10 100.67 95.00 5.67 5.8% 2.69 2.7% 61% False False 29,743
20 100.67 91.35 9.32 9.5% 2.59 2.6% 76% False False 26,149
40 104.85 91.35 13.50 13.7% 2.58 2.6% 53% False False 20,237
60 115.57 91.35 24.22 24.6% 2.88 2.9% 29% False False 16,363
80 115.57 91.35 24.22 24.6% 2.58 2.6% 29% False False 14,328
100 115.57 91.35 24.22 24.6% 2.56 2.6% 29% False False 13,321
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.56
2.618 104.85
1.618 102.58
1.000 101.18
0.618 100.31
HIGH 98.91
0.618 98.04
0.500 97.78
0.382 97.51
LOW 96.64
0.618 95.24
1.000 94.37
1.618 92.97
2.618 90.70
4.250 86.99
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 98.23 98.37
PP 98.00 98.28
S1 97.78 98.20

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

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