NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 99.40 99.98 0.58 0.6% 98.61
High 100.89 100.82 -0.07 -0.1% 100.89
Low 98.03 99.14 1.11 1.1% 95.92
Close 99.85 100.58 0.73 0.7% 100.58
Range 2.86 1.68 -1.18 -41.3% 4.97
ATR 2.73 2.66 -0.08 -2.7% 0.00
Volume 25,907 41,281 15,374 59.3% 133,511
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.22 104.58 101.50
R3 103.54 102.90 101.04
R2 101.86 101.86 100.89
R1 101.22 101.22 100.73 101.54
PP 100.18 100.18 100.18 100.34
S1 99.54 99.54 100.43 99.86
S2 98.50 98.50 100.27
S3 96.82 97.86 100.12
S4 95.14 96.18 99.66
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.04 112.28 103.31
R3 109.07 107.31 101.95
R2 104.10 104.10 101.49
R1 102.34 102.34 101.04 103.22
PP 99.13 99.13 99.13 99.57
S1 97.37 97.37 100.12 98.25
S2 94.16 94.16 99.67
S3 89.19 92.40 99.21
S4 84.22 87.43 97.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.89 95.92 4.97 4.9% 2.44 2.4% 94% False False 26,702
10 100.89 95.00 5.89 5.9% 2.70 2.7% 95% False False 29,509
20 100.89 91.35 9.54 9.5% 2.51 2.5% 97% False False 28,993
40 104.85 91.35 13.50 13.4% 2.55 2.5% 68% False False 22,496
60 115.57 91.35 24.22 24.1% 2.95 2.9% 38% False False 18,114
80 115.57 91.35 24.22 24.1% 2.66 2.6% 38% False False 15,517
100 115.57 91.35 24.22 24.1% 2.54 2.5% 38% False False 13,981
120 115.57 91.35 24.22 24.1% 2.42 2.4% 38% False False 13,158
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 107.96
2.618 105.22
1.618 103.54
1.000 102.50
0.618 101.86
HIGH 100.82
0.618 100.18
0.500 99.98
0.382 99.78
LOW 99.14
0.618 98.10
1.000 97.46
1.618 96.42
2.618 94.74
4.250 92.00
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 100.38 100.17
PP 100.18 99.75
S1 99.98 99.34

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

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