NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 99.90 97.86 -2.04 -2.0% 98.41
High 100.64 99.42 -1.22 -1.2% 100.94
Low 96.54 97.15 0.61 0.6% 95.50
Close 97.65 98.99 1.34 1.4% 98.99
Range 4.10 2.27 -1.83 -44.6% 5.44
ATR 2.86 2.81 -0.04 -1.5% 0.00
Volume 57,109 63,567 6,458 11.3% 282,148
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.33 104.43 100.24
R3 103.06 102.16 99.61
R2 100.79 100.79 99.41
R1 99.89 99.89 99.20 100.34
PP 98.52 98.52 98.52 98.75
S1 97.62 97.62 98.78 98.07
S2 96.25 96.25 98.57
S3 93.98 95.35 98.37
S4 91.71 93.08 97.74
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.80 112.33 101.98
R3 109.36 106.89 100.49
R2 103.92 103.92 99.99
R1 101.45 101.45 99.49 102.69
PP 98.48 98.48 98.48 99.09
S1 96.01 96.01 98.49 97.25
S2 93.04 93.04 97.99
S3 87.60 90.57 97.49
S4 82.16 85.13 96.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.94 95.50 5.44 5.5% 2.99 3.0% 64% False False 56,429
10 101.08 95.50 5.58 5.6% 2.72 2.7% 63% False False 54,844
20 101.08 91.77 9.31 9.4% 2.66 2.7% 78% False False 57,555
40 105.14 91.77 13.37 13.5% 2.71 2.7% 54% False False 55,973
60 115.50 91.77 23.73 24.0% 3.08 3.1% 30% False False 53,250
80 115.50 91.77 23.73 24.0% 2.85 2.9% 30% False False 50,339
100 115.50 91.77 23.73 24.0% 2.89 2.9% 30% False False 52,685
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.07
2.618 105.36
1.618 103.09
1.000 101.69
0.618 100.82
HIGH 99.42
0.618 98.55
0.500 98.29
0.382 98.02
LOW 97.15
0.618 95.75
1.000 94.88
1.618 93.48
2.618 91.21
4.250 87.50
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 98.76 98.91
PP 98.52 98.82
S1 98.29 98.74

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

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