NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 97.08 98.39 1.31 1.3% 97.38
High 99.28 100.94 1.66 1.7% 101.08
Low 95.50 98.38 2.88 3.0% 96.53
Close 99.24 99.87 0.63 0.6% 98.23
Range 3.78 2.56 -1.22 -32.3% 4.55
ATR 2.78 2.76 -0.02 -0.6% 0.00
Volume 44,405 60,395 15,990 36.0% 219,579
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 107.41 106.20 101.28
R3 104.85 103.64 100.57
R2 102.29 102.29 100.34
R1 101.08 101.08 100.10 101.69
PP 99.73 99.73 99.73 100.03
S1 98.52 98.52 99.64 99.13
S2 97.17 97.17 99.40
S3 94.61 95.96 99.17
S4 92.05 93.40 98.46
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.26 109.80 100.73
R3 107.71 105.25 99.48
R2 103.16 103.16 99.06
R1 100.70 100.70 98.65 101.93
PP 98.61 98.61 98.61 99.23
S1 96.15 96.15 97.81 97.38
S2 94.06 94.06 97.40
S3 89.51 91.60 96.98
S4 84.96 87.05 95.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.08 95.50 5.58 5.6% 2.87 2.9% 78% False False 57,509
10 101.08 94.72 6.36 6.4% 2.56 2.6% 81% False False 53,941
20 101.75 91.77 9.98 10.0% 2.70 2.7% 81% False False 57,679
40 105.14 91.77 13.37 13.4% 2.69 2.7% 61% False False 55,375
60 115.50 91.77 23.73 23.8% 3.07 3.1% 34% False False 52,383
80 115.50 91.77 23.73 23.8% 2.82 2.8% 34% False False 49,718
100 115.50 91.77 23.73 23.8% 2.90 2.9% 34% False False 52,603
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.82
2.618 107.64
1.618 105.08
1.000 103.50
0.618 102.52
HIGH 100.94
0.618 99.96
0.500 99.66
0.382 99.36
LOW 98.38
0.618 96.80
1.000 95.82
1.618 94.24
2.618 91.68
4.250 87.50
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 99.80 99.32
PP 99.73 98.77
S1 99.66 98.22

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

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