NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 96.03 97.37 1.34 1.4% 96.10
High 97.74 97.69 -0.05 -0.1% 99.21
Low 95.21 94.69 -0.52 -0.5% 93.55
Close 97.24 95.93 -1.31 -1.3% 97.24
Range 2.53 3.00 0.47 18.6% 5.66
ATR 3.00 3.00 0.00 0.0% 0.00
Volume 238,640 182,411 -56,229 -23.6% 1,509,521
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.10 103.52 97.58
R3 102.10 100.52 96.76
R2 99.10 99.10 96.48
R1 97.52 97.52 96.21 96.81
PP 96.10 96.10 96.10 95.75
S1 94.52 94.52 95.66 93.81
S2 93.10 93.10 95.38
S3 90.10 91.52 95.11
S4 87.10 88.52 94.28
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 5.9% 3.30 3.4% 42% False False 282,446
10 99.42 93.55 5.87 6.1% 3.02 3.1% 41% False False 285,580
20 99.42 89.61 9.81 10.2% 2.81 2.9% 64% False False 289,432
40 103.90 89.61 14.29 14.9% 2.90 3.0% 44% False False 197,515
60 115.52 89.61 25.91 27.0% 3.22 3.4% 24% False False 145,652
80 115.52 89.61 25.91 27.0% 2.99 3.1% 24% False False 114,721
100 115.52 89.61 25.91 27.0% 2.95 3.1% 24% False False 95,742
120 115.52 89.61 25.91 27.0% 2.78 2.9% 24% False False 82,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.44
2.618 105.54
1.618 102.54
1.000 100.69
0.618 99.54
HIGH 97.69
0.618 96.54
0.500 96.19
0.382 95.84
LOW 94.69
0.618 92.84
1.000 91.69
1.618 89.84
2.618 86.84
4.250 81.94
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 96.19 96.71
PP 96.10 96.45
S1 96.02 96.19

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

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