NYMEX Light Sweet Crude Oil Future September 2011


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Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 99.95 100.85 0.90 0.9% 101.72
High 100.81 102.80 1.99 2.0% 104.31
Low 98.89 99.16 0.27 0.3% 99.26
Close 100.23 101.78 1.55 1.5% 101.30
Range 1.92 3.64 1.72 89.6% 5.05
ATR 3.08 3.12 0.04 1.3% 0.00
Volume 37,966 72,519 34,553 91.0% 215,275
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 112.17 110.61 103.78
R3 108.53 106.97 102.78
R2 104.89 104.89 102.45
R1 103.33 103.33 102.11 104.11
PP 101.25 101.25 101.25 101.64
S1 99.69 99.69 101.45 100.47
S2 97.61 97.61 101.11
S3 93.97 96.05 100.78
S4 90.33 92.41 99.78
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.77 114.09 104.08
R3 111.72 109.04 102.69
R2 106.67 106.67 102.23
R1 103.99 103.99 101.76 102.81
PP 101.62 101.62 101.62 101.03
S1 98.94 98.94 100.84 97.76
S2 96.57 96.57 100.37
S3 91.52 93.89 99.91
S4 86.47 88.84 98.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.80 98.89 3.91 3.8% 2.51 2.5% 74% True False 58,561
10 104.31 98.89 5.42 5.3% 2.63 2.6% 53% False False 53,139
20 105.73 96.35 9.38 9.2% 3.20 3.1% 58% False False 43,762
40 115.63 95.85 19.78 19.4% 3.33 3.3% 30% False False 35,457
60 115.63 95.85 19.78 19.4% 2.91 2.9% 30% False False 28,496
80 115.63 94.50 21.13 20.8% 2.84 2.8% 34% False False 26,418
100 115.63 92.33 23.30 22.9% 2.55 2.5% 41% False False 23,656
120 115.63 90.73 24.90 24.5% 2.32 2.3% 44% False False 20,596
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118.27
2.618 112.33
1.618 108.69
1.000 106.44
0.618 105.05
HIGH 102.80
0.618 101.41
0.500 100.98
0.382 100.55
LOW 99.16
0.618 96.91
1.000 95.52
1.618 93.27
2.618 89.63
4.250 83.69
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 101.51 101.47
PP 101.25 101.16
S1 100.98 100.85

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

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