NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 95.09 96.72 1.63 1.7% 94.98
High 97.50 99.21 1.71 1.8% 99.42
Low 93.55 96.53 2.98 3.2% 94.34
Close 97.43 98.05 0.62 0.6% 96.20
Range 3.95 2.68 -1.27 -32.2% 5.08
ATR 2.96 2.94 -0.02 -0.7% 0.00
Volume 308,209 322,211 14,002 4.5% 1,163,877
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.97 104.69 99.52
R3 103.29 102.01 98.79
R2 100.61 100.61 98.54
R1 99.33 99.33 98.30 99.97
PP 97.93 97.93 97.93 98.25
S1 96.65 96.65 97.80 97.29
S2 95.25 95.25 97.56
S3 92.57 93.97 97.31
S4 89.89 91.29 96.58
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% 3.05 3.1% 77% False False 307,759
10 99.42 92.66 6.76 6.9% 2.73 2.8% 80% False False 290,507
20 100.39 89.61 10.78 11.0% 2.86 2.9% 78% False False 276,237
40 103.90 89.61 14.29 14.6% 2.87 2.9% 59% False False 181,357
60 115.52 89.61 25.91 26.4% 3.21 3.3% 33% False False 133,772
80 115.52 89.61 25.91 26.4% 2.94 3.0% 33% False False 105,359
100 115.52 89.61 25.91 26.4% 2.97 3.0% 33% False False 88,681
120 115.52 89.61 25.91 26.4% 2.73 2.8% 33% False False 76,553
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.60
2.618 106.23
1.618 103.55
1.000 101.89
0.618 100.87
HIGH 99.21
0.618 98.19
0.500 97.87
0.382 97.55
LOW 96.53
0.618 94.87
1.000 93.85
1.618 92.19
2.618 89.51
4.250 85.14
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 97.99 97.49
PP 97.93 96.94
S1 97.87 96.38

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

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