NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 100.58 99.99 -0.59 -0.6% 98.61
High 100.58 101.39 0.81 0.8% 100.89
Low 99.25 98.70 -0.55 -0.6% 95.92
Close 100.05 100.46 0.41 0.4% 100.58
Range 1.33 2.69 1.36 102.3% 4.97
ATR 2.56 2.57 0.01 0.4% 0.00
Volume 35,839 34,360 -1,479 -4.1% 133,511
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 108.25 107.05 101.94
R3 105.56 104.36 101.20
R2 102.87 102.87 100.95
R1 101.67 101.67 100.71 102.27
PP 100.18 100.18 100.18 100.49
S1 98.98 98.98 100.21 99.58
S2 97.49 97.49 99.97
S3 94.80 96.29 99.72
S4 92.11 93.60 98.98
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
5 101.39 97.78 3.61 3.6% 2.19 2.2% 74% True False 31,845
10 101.39 95.92 5.47 5.4% 2.52 2.5% 83% True False 30,530
20 101.39 92.06 9.33 9.3% 2.52 2.5% 90% True False 28,512
40 104.85 91.35 13.50 13.4% 2.59 2.6% 67% False False 23,515
60 115.57 91.35 24.22 24.1% 2.96 2.9% 38% False False 19,026
80 115.57 91.35 24.22 24.1% 2.68 2.7% 38% False False 16,091
100 115.57 91.35 24.22 24.1% 2.54 2.5% 38% False False 14,478
120 115.57 91.35 24.22 24.1% 2.44 2.4% 38% False False 13,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.82
2.618 108.43
1.618 105.74
1.000 104.08
0.618 103.05
HIGH 101.39
0.618 100.36
0.500 100.05
0.382 99.73
LOW 98.70
0.618 97.04
1.000 96.01
1.618 94.35
2.618 91.66
4.250 87.27
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 100.32 100.32
PP 100.18 100.18
S1 100.05 100.05

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

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