NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 97.38 98.97 1.59 1.6% 93.36
High 99.49 99.61 0.12 0.1% 97.78
Low 96.53 97.82 1.29 1.3% 91.82
Close 98.83 98.44 -0.39 -0.4% 97.14
Range 2.96 1.79 -1.17 -39.5% 5.96
ATR 2.76 2.69 -0.07 -2.5% 0.00
Volume 51,373 42,130 -9,243 -18.0% 294,296
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.99 103.01 99.42
R3 102.20 101.22 98.93
R2 100.41 100.41 98.77
R1 99.43 99.43 98.60 99.03
PP 98.62 98.62 98.62 98.42
S1 97.64 97.64 98.28 97.24
S2 96.83 96.83 98.11
S3 95.04 95.85 97.95
S4 93.25 94.06 97.46
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 99.61 94.72 4.89 5.0% 2.25 2.3% 76% True False 50,372
10 99.61 91.77 7.84 8.0% 2.47 2.5% 85% True False 59,509
20 104.20 91.77 12.43 12.6% 2.67 2.7% 54% False False 60,611
40 106.14 91.77 14.37 14.6% 2.89 2.9% 46% False False 55,334
60 115.50 91.77 23.73 24.1% 3.09 3.1% 28% False False 52,110
80 115.50 91.77 23.73 24.1% 2.88 2.9% 28% False False 48,614
100 115.50 91.77 23.73 24.1% 2.85 2.9% 28% False False 52,244
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.22
2.618 104.30
1.618 102.51
1.000 101.40
0.618 100.72
HIGH 99.61
0.618 98.93
0.500 98.72
0.382 98.50
LOW 97.82
0.618 96.71
1.000 96.03
1.618 94.92
2.618 93.13
4.250 90.21
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 98.72 98.18
PP 98.62 97.92
S1 98.53 97.67

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

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