NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 93.37 95.08 1.71 1.8% 93.17
High 95.84 95.82 -0.02 0.0% 95.70
Low 92.66 93.88 1.22 1.3% 89.70
Close 94.77 95.42 0.65 0.7% 91.16
Range 3.18 1.94 -1.24 -39.0% 6.00
ATR 3.06 2.98 -0.08 -2.6% 0.00
Volume 331,098 256,571 -74,527 -22.5% 1,574,559
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 100.86 100.08 96.49
R3 98.92 98.14 95.95
R2 96.98 96.98 95.78
R1 96.20 96.20 95.60 96.59
PP 95.04 95.04 95.04 95.24
S1 94.26 94.26 95.24 94.65
S2 93.10 93.10 95.06
S3 91.16 92.32 94.89
S4 89.22 90.38 94.35
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 95.84 89.61 6.23 6.5% 2.45 2.6% 93% False False 273,264
10 95.84 89.61 6.23 6.5% 2.77 2.9% 93% False False 284,374
20 102.95 89.61 13.34 14.0% 2.84 3.0% 44% False False 210,624
40 110.10 89.61 20.49 21.5% 3.50 3.7% 28% False False 134,694
60 115.52 89.61 25.91 27.2% 3.22 3.4% 22% False False 99,000
80 115.52 89.61 25.91 27.2% 3.00 3.1% 22% False False 78,082
100 115.52 89.61 25.91 27.2% 2.87 3.0% 22% False False 66,681
120 115.52 89.61 25.91 27.2% 2.63 2.8% 22% False False 57,833
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.07
2.618 100.90
1.618 98.96
1.000 97.76
0.618 97.02
HIGH 95.82
0.618 95.08
0.500 94.85
0.382 94.62
LOW 93.88
0.618 92.68
1.000 91.94
1.618 90.74
2.618 88.80
4.250 85.64
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 95.23 94.66
PP 95.04 93.90
S1 94.85 93.14

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

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