NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 97.59 96.03 -1.56 -1.6% 96.10
High 98.88 97.74 -1.14 -1.2% 99.21
Low 94.53 95.21 0.68 0.7% 93.55
Close 95.69 97.24 1.55 1.6% 97.24
Range 4.35 2.53 -1.82 -41.8% 5.66
ATR 3.04 3.00 -0.04 -1.2% 0.00
Volume 360,760 238,640 -122,120 -33.9% 1,509,521
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 104.32 103.31 98.63
R3 101.79 100.78 97.94
R2 99.26 99.26 97.70
R1 98.25 98.25 97.47 98.76
PP 96.73 96.73 96.73 96.98
S1 95.72 95.72 97.01 96.23
S2 94.20 94.20 96.78
S3 91.67 93.19 96.54
S4 89.14 90.66 95.85
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.65 111.10 100.35
R3 107.99 105.44 98.80
R2 102.33 102.33 98.28
R1 99.78 99.78 97.76 101.06
PP 96.67 96.67 96.67 97.30
S1 94.12 94.12 96.72 95.40
S2 91.01 91.01 96.20
S3 85.35 88.46 95.68
S4 79.69 82.80 94.13
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 5.8% 3.22 3.3% 65% False False 301,904
10 99.42 93.45 5.97 6.1% 2.91 3.0% 63% False False 291,680
20 99.42 89.61 9.81 10.1% 2.84 2.9% 78% False False 288,027
40 103.90 89.61 14.29 14.7% 2.89 3.0% 53% False False 194,309
60 115.52 89.61 25.91 26.6% 3.23 3.3% 29% False False 143,101
80 115.52 89.61 25.91 26.6% 2.98 3.1% 29% False False 112,625
100 115.52 89.61 25.91 26.6% 2.96 3.0% 29% False False 94,272
120 115.52 89.61 25.91 26.6% 2.77 2.8% 29% False False 81,351
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 108.49
2.618 104.36
1.618 101.83
1.000 100.27
0.618 99.30
HIGH 97.74
0.618 96.77
0.500 96.48
0.382 96.18
LOW 95.21
0.618 93.65
1.000 92.68
1.618 91.12
2.618 88.59
4.250 84.46
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 96.99 97.12
PP 96.73 96.99
S1 96.48 96.87

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

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