NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 96.72 97.59 0.87 0.9% 94.98
High 99.21 98.88 -0.33 -0.3% 99.42
Low 96.53 94.53 -2.00 -2.1% 94.34
Close 98.05 95.69 -2.36 -2.4% 96.20
Range 2.68 4.35 1.67 62.3% 5.08
ATR 2.94 3.04 0.10 3.4% 0.00
Volume 322,211 360,760 38,549 12.0% 1,163,877
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 109.42 106.90 98.08
R3 105.07 102.55 96.89
R2 100.72 100.72 96.49
R1 98.20 98.20 96.09 97.29
PP 96.37 96.37 96.37 95.91
S1 93.85 93.85 95.29 92.94
S2 92.02 92.02 94.89
S3 87.67 89.50 94.49
S4 83.32 85.15 93.30
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 99.21 93.55 5.66 5.9% 3.43 3.6% 38% False False 317,052
10 99.42 93.45 5.97 6.2% 2.85 3.0% 38% False False 293,473
20 99.42 89.61 9.81 10.3% 2.78 2.9% 62% False False 287,215
40 103.90 89.61 14.29 14.9% 2.91 3.0% 43% False False 189,571
60 115.52 89.61 25.91 27.1% 3.24 3.4% 23% False False 139,461
80 115.52 89.61 25.91 27.1% 2.98 3.1% 23% False False 109,749
100 115.52 89.61 25.91 27.1% 2.99 3.1% 23% False False 92,074
120 115.52 89.61 25.91 27.1% 2.76 2.9% 23% False False 79,460
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 0.66
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 117.37
2.618 110.27
1.618 105.92
1.000 103.23
0.618 101.57
HIGH 98.88
0.618 97.22
0.500 96.71
0.382 96.19
LOW 94.53
0.618 91.84
1.000 90.18
1.618 87.49
2.618 83.14
4.250 76.04
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 96.71 96.38
PP 96.37 96.15
S1 96.03 95.92

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

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