NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 100.00 95.74 -4.26 -4.3% 100.93
High 100.39 96.20 -4.19 -4.2% 102.95
Low 94.47 94.75 0.28 0.3% 98.35
Close 95.26 95.36 0.10 0.1% 99.85
Range 5.92 1.45 -4.47 -75.5% 4.60
ATR 3.30 3.17 -0.13 -4.0% 0.00
Volume 141,206 222,394 81,188 57.5% 598,567
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 99.79 99.02 96.16
R3 98.34 97.57 95.76
R2 96.89 96.89 95.63
R1 96.12 96.12 95.49 95.78
PP 95.44 95.44 95.44 95.27
S1 94.67 94.67 95.23 94.33
S2 93.99 93.99 95.09
S3 92.54 93.22 94.96
S4 91.09 91.77 94.56
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.18 111.62 102.38
R3 109.58 107.02 101.12
R2 104.98 104.98 100.69
R1 102.42 102.42 100.27 101.40
PP 100.38 100.38 100.38 99.88
S1 97.82 97.82 99.43 96.80
S2 95.78 95.78 99.01
S3 91.18 93.22 98.59
S4 86.58 88.62 97.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.62 94.47 8.15 8.5% 3.39 3.6% 11% False False 158,026
10 102.95 94.47 8.48 8.9% 2.91 3.1% 10% False False 136,874
20 103.90 94.47 9.43 9.9% 2.95 3.1% 9% False False 100,591
40 115.52 94.47 21.05 22.1% 3.43 3.6% 4% False False 70,639
60 115.52 94.47 21.05 22.1% 3.02 3.2% 4% False False 54,158
80 115.52 94.47 21.05 22.1% 2.99 3.1% 4% False False 45,833
100 115.52 91.88 23.64 24.8% 2.75 2.9% 15% False False 40,016
120 115.52 91.78 23.74 24.9% 2.53 2.6% 15% False False 34,605
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.52
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 102.36
2.618 100.00
1.618 98.55
1.000 97.65
0.618 97.10
HIGH 96.20
0.618 95.65
0.500 95.48
0.382 95.30
LOW 94.75
0.618 93.85
1.000 93.30
1.618 92.40
2.618 90.95
4.250 88.59
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 95.48 97.43
PP 95.44 96.74
S1 95.40 96.05

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

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