NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 99.99 100.14 0.15 0.2% 98.61
High 101.39 100.33 -1.06 -1.0% 100.89
Low 98.70 98.19 -0.51 -0.5% 95.92
Close 100.46 98.33 -2.13 -2.1% 100.58
Range 2.69 2.14 -0.55 -20.4% 4.97
ATR 2.57 2.55 -0.02 -0.8% 0.00
Volume 34,360 28,919 -5,441 -15.8% 133,511
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.37 103.99 99.51
R3 103.23 101.85 98.92
R2 101.09 101.09 98.72
R1 99.71 99.71 98.53 99.33
PP 98.95 98.95 98.95 98.76
S1 97.57 97.57 98.13 97.19
S2 96.81 96.81 97.94
S3 94.67 95.43 97.74
S4 92.53 93.29 97.15
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 98.03 3.36 3.4% 2.14 2.2% 9% False False 33,261
10 101.39 95.92 5.47 5.6% 2.48 2.5% 44% False False 29,864
20 101.39 94.35 7.04 7.2% 2.50 2.5% 57% False False 28,950
40 104.85 91.35 13.50 13.7% 2.55 2.6% 52% False False 24,019
60 113.86 91.35 22.51 22.9% 2.93 3.0% 31% False False 19,427
80 115.57 91.35 24.22 24.6% 2.69 2.7% 29% False False 16,344
100 115.57 91.35 24.22 24.6% 2.55 2.6% 29% False False 14,684
120 115.57 91.35 24.22 24.6% 2.45 2.5% 29% False False 13,742
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.43
2.618 105.93
1.618 103.79
1.000 102.47
0.618 101.65
HIGH 100.33
0.618 99.51
0.500 99.26
0.382 99.01
LOW 98.19
0.618 96.87
1.000 96.05
1.618 94.73
2.618 92.59
4.250 89.10
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 99.26 99.79
PP 98.95 99.30
S1 98.64 98.82

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

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