NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 97.21 97.10 -0.11 -0.1% 93.36
High 97.70 97.46 -0.24 -0.2% 97.78
Low 95.98 95.72 -0.26 -0.3% 91.82
Close 97.53 97.14 -0.39 -0.4% 97.14
Range 1.72 1.74 0.02 1.2% 5.96
ATR 2.81 2.74 -0.07 -2.5% 0.00
Volume 50,129 46,717 -3,412 -6.8% 294,296
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 101.99 101.31 98.10
R3 100.25 99.57 97.62
R2 98.51 98.51 97.46
R1 97.83 97.83 97.30 98.17
PP 96.77 96.77 96.77 96.95
S1 96.09 96.09 96.98 96.43
S2 95.03 95.03 96.82
S3 93.29 94.35 96.66
S4 91.55 92.61 96.18
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.46 111.26 100.42
R3 107.50 105.30 98.78
R2 101.54 101.54 98.23
R1 99.34 99.34 97.69 100.44
PP 95.58 95.58 95.58 96.13
S1 93.38 93.38 96.59 94.48
S2 89.62 89.62 96.05
S3 83.66 87.42 95.50
S4 77.70 81.46 93.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.78 91.82 5.96 6.1% 2.13 2.2% 89% False False 58,859
10 97.78 91.77 6.01 6.2% 2.44 2.5% 89% False False 60,213
20 104.20 91.77 12.43 12.8% 2.62 2.7% 43% False False 60,483
40 106.14 91.77 14.37 14.8% 3.11 3.2% 37% False False 57,369
60 115.50 91.77 23.73 24.4% 3.09 3.2% 23% False False 51,863
80 115.50 91.77 23.73 24.4% 2.92 3.0% 23% False False 48,787
100 115.50 91.77 23.73 24.4% 2.83 2.9% 23% False False 52,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.86
2.618 102.02
1.618 100.28
1.000 99.20
0.618 98.54
HIGH 97.46
0.618 96.80
0.500 96.59
0.382 96.38
LOW 95.72
0.618 94.64
1.000 93.98
1.618 92.90
2.618 91.16
4.250 88.33
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 96.96 96.84
PP 96.77 96.55
S1 96.59 96.25

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

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