NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 95.33 96.13 0.80 0.8% 101.00
High 97.41 96.24 -1.17 -1.2% 101.75
Low 94.95 91.77 -3.18 -3.3% 93.93
Close 97.15 93.04 -4.11 -4.2% 94.98
Range 2.46 4.47 2.01 81.7% 7.82
ATR 2.89 3.07 0.18 6.2% 0.00
Volume 42,849 47,781 4,932 11.5% 301,235
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.09 104.54 95.50
R3 102.62 100.07 94.27
R2 98.15 98.15 93.86
R1 95.60 95.60 93.45 94.64
PP 93.68 93.68 93.68 93.21
S1 91.13 91.13 92.63 90.17
S2 89.21 89.21 92.22
S3 84.74 86.66 91.81
S4 80.27 82.19 90.58
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 120.35 115.48 99.28
R3 112.53 107.66 97.13
R2 104.71 104.71 96.41
R1 99.84 99.84 95.70 98.37
PP 96.89 96.89 96.89 96.15
S1 92.02 92.02 94.26 90.55
S2 89.07 89.07 93.55
S3 81.25 84.20 92.83
S4 73.43 76.38 90.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.41 91.77 5.64 6.1% 2.95 3.2% 23% False True 47,685
10 104.03 91.77 12.26 13.2% 3.08 3.3% 10% False True 56,599
20 105.14 91.77 13.37 14.4% 2.70 2.9% 9% False True 55,872
40 115.50 91.77 23.73 25.5% 3.39 3.6% 5% False True 52,661
60 115.50 91.77 23.73 25.5% 3.03 3.3% 5% False True 48,813
80 115.50 91.77 23.73 25.5% 2.92 3.1% 5% False True 48,802
100 115.50 91.77 23.73 25.5% 2.79 3.0% 5% False True 51,224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115.24
2.618 107.94
1.618 103.47
1.000 100.71
0.618 99.00
HIGH 96.24
0.618 94.53
0.500 94.01
0.382 93.48
LOW 91.77
0.618 89.01
1.000 87.30
1.618 84.54
2.618 80.07
4.250 72.77
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 94.01 94.59
PP 93.68 94.07
S1 93.36 93.56

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

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