NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 97.04 98.79 1.75 1.8% 94.98
High 99.42 99.18 -0.24 -0.2% 99.42
Low 96.99 95.60 -1.39 -1.4% 94.34
Close 98.67 96.20 -2.47 -2.5% 96.20
Range 2.43 3.58 1.15 47.3% 5.08
ATR 2.85 2.90 0.05 1.8% 0.00
Volume 314,293 314,383 90 0.0% 1,163,877
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 107.73 105.55 98.17
R3 104.15 101.97 97.18
R2 100.57 100.57 96.86
R1 98.39 98.39 96.53 97.69
PP 96.99 96.99 96.99 96.65
S1 94.81 94.81 95.87 94.11
S2 93.41 93.41 95.54
S3 89.83 91.23 95.22
S4 86.25 87.65 94.23
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.89 109.13 98.99
R3 106.81 104.05 97.60
R2 101.73 101.73 97.13
R1 98.97 98.97 96.67 100.35
PP 96.65 96.65 96.65 97.35
S1 93.89 93.89 95.73 95.27
S2 91.57 91.57 95.27
S3 86.49 88.81 94.80
S4 81.41 83.73 93.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.42 93.45 5.97 6.2% 2.60 2.7% 46% False False 281,456
10 99.42 89.61 9.81 10.2% 2.52 2.6% 67% False False 277,360
20 102.62 89.61 13.01 13.5% 2.88 3.0% 51% False False 252,058
40 103.90 89.61 14.29 14.9% 2.93 3.0% 46% False False 162,520
60 115.52 89.61 25.91 26.9% 3.18 3.3% 25% False False 120,407
80 115.52 89.61 25.91 26.9% 2.97 3.1% 25% False False 94,444
100 115.52 89.61 25.91 26.9% 2.93 3.0% 25% False False 80,017
120 115.52 89.61 25.91 26.9% 2.69 2.8% 25% False False 69,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114.40
2.618 108.55
1.618 104.97
1.000 102.76
0.618 101.39
HIGH 99.18
0.618 97.81
0.500 97.39
0.382 96.97
LOW 95.60
0.618 93.39
1.000 92.02
1.618 89.81
2.618 86.23
4.250 80.39
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 97.39 97.51
PP 96.99 97.07
S1 96.60 96.64

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

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