NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 95.12 94.98 -0.14 -0.1% 91.16
High 95.39 97.48 2.09 2.2% 95.84
Low 93.45 94.34 0.89 1.0% 89.61
Close 94.94 96.89 1.95 2.1% 94.94
Range 1.94 3.14 1.20 61.9% 6.23
ATR 2.91 2.93 0.02 0.6% 0.00
Volume 243,405 263,626 20,221 8.3% 1,358,279
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.66 104.41 98.62
R3 102.52 101.27 97.75
R2 99.38 99.38 97.47
R1 98.13 98.13 97.18 98.76
PP 96.24 96.24 96.24 96.55
S1 94.99 94.99 96.60 95.62
S2 93.10 93.10 96.31
S3 89.96 91.85 96.03
S4 86.82 88.71 95.16
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 97.48 90.44 7.04 7.3% 2.63 2.7% 92% True False 272,421
10 97.48 89.61 7.87 8.1% 2.68 2.8% 93% True False 293,539
20 102.95 89.61 13.34 13.8% 2.85 2.9% 55% False False 225,263
40 105.52 89.61 15.91 16.4% 3.15 3.3% 46% False False 144,723
60 115.52 89.61 25.91 26.7% 3.25 3.4% 28% False False 106,781
80 115.52 89.61 25.91 26.7% 2.99 3.1% 28% False False 83,853
100 115.52 89.61 25.91 26.7% 2.89 3.0% 28% False False 71,465
120 115.52 89.61 25.91 26.7% 2.65 2.7% 28% False False 61,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.83
2.618 105.70
1.618 102.56
1.000 100.62
0.618 99.42
HIGH 97.48
0.618 96.28
0.500 95.91
0.382 95.54
LOW 94.34
0.618 92.40
1.000 91.20
1.618 89.26
2.618 86.12
4.250 81.00
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 96.56 96.42
PP 96.24 95.94
S1 95.91 95.47

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

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