NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 94.40 92.28 -2.12 -2.2% 93.17
High 94.47 92.34 -2.13 -2.3% 95.70
Low 89.70 89.82 0.12 0.1% 89.70
Close 91.02 91.16 0.14 0.2% 91.16
Range 4.77 2.52 -2.25 -47.2% 6.00
ATR 3.22 3.17 -0.05 -1.6% 0.00
Volume 467,478 251,447 -216,031 -46.2% 1,574,559
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 98.67 97.43 92.55
R3 96.15 94.91 91.85
R2 93.63 93.63 91.62
R1 92.39 92.39 91.39 91.75
PP 91.11 91.11 91.11 90.79
S1 89.87 89.87 90.93 89.23
S2 88.59 88.59 90.70
S3 86.07 87.35 90.47
S4 83.55 84.83 89.77
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.19 106.67 94.46
R3 104.19 100.67 92.81
R2 98.19 98.19 92.26
R1 94.67 94.67 91.71 93.43
PP 92.19 92.19 92.19 91.57
S1 88.67 88.67 90.61 87.43
S2 86.19 86.19 90.06
S3 80.19 82.67 89.51
S4 74.19 76.67 87.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.70 89.70 6.00 6.6% 2.87 3.1% 24% False False 314,911
10 100.39 89.70 10.69 11.7% 3.14 3.4% 14% False False 238,067
20 103.90 89.70 14.20 15.6% 2.88 3.2% 10% False False 170,657
40 115.52 89.70 25.82 28.3% 3.53 3.9% 6% False False 109,677
60 115.52 89.70 25.82 28.3% 3.16 3.5% 6% False False 81,547
80 115.52 89.70 25.82 28.3% 2.98 3.3% 6% False False 65,339
100 115.52 89.70 25.82 28.3% 2.83 3.1% 6% False False 56,178
120 115.52 89.70 25.82 28.3% 2.61 2.9% 6% False False 48,826
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.05
2.618 98.94
1.618 96.42
1.000 94.86
0.618 93.90
HIGH 92.34
0.618 91.38
0.500 91.08
0.382 90.78
LOW 89.82
0.618 88.26
1.000 87.30
1.618 85.74
2.618 83.22
4.250 79.11
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 91.13 92.70
PP 91.11 92.19
S1 91.08 91.67

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

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