NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 97.27 99.35 2.08 2.1% 97.61
High 99.75 100.19 0.44 0.4% 100.40
Low 97.21 97.78 0.57 0.6% 95.00
Close 98.68 99.22 0.54 0.5% 98.46
Range 2.54 2.41 -0.13 -5.1% 5.40
ATR 2.74 2.72 -0.02 -0.9% 0.00
Volume 22,360 21,840 -520 -2.3% 161,585
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.29 105.17 100.55
R3 103.88 102.76 99.88
R2 101.47 101.47 99.66
R1 100.35 100.35 99.44 99.71
PP 99.06 99.06 99.06 98.74
S1 97.94 97.94 99.00 97.30
S2 96.65 96.65 98.78
S3 94.24 95.53 98.56
S4 91.83 93.12 97.89
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
5 100.19 95.92 4.27 4.3% 2.82 2.8% 77% True False 26,467
10 100.67 95.00 5.67 5.7% 2.82 2.8% 74% False False 29,015
20 100.67 91.35 9.32 9.4% 2.61 2.6% 84% False False 27,186
40 104.85 91.35 13.50 13.6% 2.57 2.6% 58% False False 21,221
60 115.57 91.35 24.22 24.4% 2.92 2.9% 32% False False 17,166
80 115.57 91.35 24.22 24.4% 2.64 2.7% 32% False False 14,833
100 115.57 91.35 24.22 24.4% 2.53 2.6% 32% False False 13,482
120 115.57 91.35 24.22 24.4% 2.42 2.4% 32% False False 12,783
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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.43
2.618 106.50
1.618 104.09
1.000 102.60
0.618 101.68
HIGH 100.19
0.618 99.27
0.500 98.99
0.382 98.70
LOW 97.78
0.618 96.29
1.000 95.37
1.618 93.88
2.618 91.47
4.250 87.54
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 99.14 98.83
PP 99.06 98.44
S1 98.99 98.06

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

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