NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 97.10 97.38 0.28 0.3% 93.36
High 97.46 99.49 2.03 2.1% 97.78
Low 95.72 96.53 0.81 0.8% 91.82
Close 97.14 98.83 1.69 1.7% 97.14
Range 1.74 2.96 1.22 70.1% 5.96
ATR 2.74 2.76 0.02 0.6% 0.00
Volume 46,717 51,373 4,656 10.0% 294,296
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 107.16 105.96 100.46
R3 104.20 103.00 99.64
R2 101.24 101.24 99.37
R1 100.04 100.04 99.10 100.64
PP 98.28 98.28 98.28 98.59
S1 97.08 97.08 98.56 97.68
S2 95.32 95.32 98.29
S3 92.36 94.12 98.02
S4 89.40 91.16 97.20
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 99.49 92.56 6.93 7.0% 2.41 2.4% 90% True False 51,549
10 99.49 91.77 7.72 7.8% 2.51 2.5% 91% True False 58,791
20 104.20 91.77 12.43 12.6% 2.68 2.7% 57% False False 60,160
40 106.14 91.77 14.37 14.5% 2.99 3.0% 49% False False 56,328
60 115.50 91.77 23.73 24.0% 3.11 3.2% 30% False False 52,174
80 115.50 91.77 23.73 24.0% 2.90 2.9% 30% False False 48,789
100 115.50 91.77 23.73 24.0% 2.84 2.9% 30% False False 52,351
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.07
2.618 107.24
1.618 104.28
1.000 102.45
0.618 101.32
HIGH 99.49
0.618 98.36
0.500 98.01
0.382 97.66
LOW 96.53
0.618 94.70
1.000 93.57
1.618 91.74
2.618 88.78
4.250 83.95
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 98.56 98.42
PP 98.28 98.01
S1 98.01 97.61

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

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