NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 96.10 95.09 -1.01 -1.1% 94.98
High 96.75 97.50 0.75 0.8% 99.42
Low 94.14 93.55 -0.59 -0.6% 94.34
Close 95.15 97.43 2.28 2.4% 96.20
Range 2.61 3.95 1.34 51.3% 5.08
ATR 2.88 2.96 0.08 2.7% 0.00
Volume 279,701 308,209 28,508 10.2% 1,163,877
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 108.01 106.67 99.60
R3 104.06 102.72 98.52
R2 100.11 100.11 98.15
R1 98.77 98.77 97.79 99.44
PP 96.16 96.16 96.16 96.50
S1 94.82 94.82 97.07 95.49
S2 92.21 92.21 96.71
S3 88.26 90.87 96.34
S4 84.31 86.92 95.26
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 93.55 5.87 6.0% 2.89 3.0% 66% False True 297,632
10 99.42 90.44 8.98 9.2% 2.76 2.8% 78% False False 285,026
20 100.39 89.61 10.78 11.1% 2.87 2.9% 73% False False 267,151
40 103.90 89.61 14.29 14.7% 2.88 3.0% 55% False False 174,301
60 115.52 89.61 25.91 26.6% 3.22 3.3% 30% False False 128,895
80 115.52 89.61 25.91 26.6% 2.95 3.0% 30% False False 101,461
100 115.52 89.61 25.91 26.6% 2.96 3.0% 30% False False 85,636
120 115.52 89.61 25.91 26.6% 2.72 2.8% 30% False False 73,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 114.29
2.618 107.84
1.618 103.89
1.000 101.45
0.618 99.94
HIGH 97.50
0.618 95.99
0.500 95.53
0.382 95.06
LOW 93.55
0.618 91.11
1.000 89.60
1.618 87.16
2.618 83.21
4.250 76.76
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 96.80 97.08
PP 96.16 96.72
S1 95.53 96.37

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

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