NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 95.08 95.12 0.04 0.0% 91.16
High 95.82 95.39 -0.43 -0.4% 95.84
Low 93.88 93.45 -0.43 -0.5% 89.61
Close 95.42 94.94 -0.48 -0.5% 94.94
Range 1.94 1.94 0.00 0.0% 6.23
ATR 2.98 2.91 -0.07 -2.4% 0.00
Volume 256,571 243,405 -13,166 -5.1% 1,358,279
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 100.41 99.62 96.01
R3 98.47 97.68 95.47
R2 96.53 96.53 95.30
R1 95.74 95.74 95.12 95.17
PP 94.59 94.59 94.59 94.31
S1 93.80 93.80 94.76 93.23
S2 92.65 92.65 94.58
S3 90.71 91.86 94.41
S4 88.77 89.92 93.87
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.15 109.78 98.37
R3 105.92 103.55 96.65
R2 99.69 99.69 96.08
R1 97.32 97.32 95.51 98.51
PP 93.46 93.46 93.46 94.06
S1 91.09 91.09 94.37 92.28
S2 87.23 87.23 93.80
S3 81.00 84.86 93.23
S4 74.77 78.63 91.51
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 6.6% 2.34 2.5% 86% False False 271,655
10 95.84 89.61 6.23 6.6% 2.60 2.7% 86% False False 293,283
20 102.95 89.61 13.34 14.1% 2.80 2.9% 40% False False 216,875
40 105.52 89.61 15.91 16.8% 3.27 3.4% 34% False False 139,598
60 115.52 89.61 25.91 27.3% 3.23 3.4% 21% False False 102,723
80 115.52 89.61 25.91 27.3% 3.00 3.2% 21% False False 80,804
100 115.52 89.61 25.91 27.3% 2.87 3.0% 21% False False 68,999
120 115.52 89.61 25.91 27.3% 2.63 2.8% 21% False False 59,757
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Fibonacci Retracements and Extensions
4.250 103.64
2.618 100.47
1.618 98.53
1.000 97.33
0.618 96.59
HIGH 95.39
0.618 94.65
0.500 94.42
0.382 94.19
LOW 93.45
0.618 92.25
1.000 91.51
1.618 90.31
2.618 88.37
4.250 85.21
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 94.77 94.71
PP 94.59 94.48
S1 94.42 94.25

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

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