NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 93.17 93.76 0.59 0.6% 99.41
High 93.87 95.10 1.23 1.3% 100.39
Low 91.51 92.88 1.37 1.5% 92.23
Close 93.63 94.17 0.54 0.6% 93.40
Range 2.36 2.22 -0.14 -5.9% 8.16
ATR 3.14 3.07 -0.07 -2.1% 0.00
Volume 261,068 311,398 50,330 19.3% 806,111
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 100.71 99.66 95.39
R3 98.49 97.44 94.78
R2 96.27 96.27 94.58
R1 95.22 95.22 94.37 95.75
PP 94.05 94.05 94.05 94.31
S1 93.00 93.00 93.97 93.53
S2 91.83 91.83 93.76
S3 89.61 90.78 93.56
S4 87.39 88.56 92.95
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 119.82 114.77 97.89
R3 111.66 106.61 95.64
R2 103.50 103.50 94.90
R1 98.45 98.45 94.15 96.90
PP 95.34 95.34 95.34 94.56
S1 90.29 90.29 92.65 88.74
S2 87.18 87.18 91.90
S3 79.02 82.13 91.16
S4 70.86 73.97 88.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.39 91.51 8.88 9.4% 3.11 3.3% 30% False False 218,076
10 102.95 91.51 11.44 12.1% 3.05 3.2% 23% False False 181,311
20 103.90 91.51 12.39 13.2% 2.85 3.0% 21% False False 129,317
40 115.52 91.51 24.01 25.5% 3.45 3.7% 11% False False 86,830
60 115.52 91.51 24.01 25.5% 3.09 3.3% 11% False False 65,344
80 115.52 91.51 24.01 25.5% 2.96 3.1% 11% False False 53,469
100 115.52 91.51 24.01 25.5% 2.79 3.0% 11% False False 46,894
120 115.52 91.51 24.01 25.5% 2.58 2.7% 11% False False 40,588
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 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.54
2.618 100.91
1.618 98.69
1.000 97.32
0.618 96.47
HIGH 95.10
0.618 94.25
0.500 93.99
0.382 93.73
LOW 92.88
0.618 91.51
1.000 90.66
1.618 89.29
2.618 87.07
4.250 83.45
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 94.11 94.00
PP 94.05 93.83
S1 93.99 93.66

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

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