NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 100.53 96.20 -4.33 -4.3% 101.50
High 100.79 96.69 -4.10 -4.1% 103.35
Low 94.92 95.15 0.23 0.2% 98.89
Close 95.71 95.77 0.06 0.1% 100.40
Range 5.87 1.54 -4.33 -73.8% 4.46
ATR 3.23 3.11 -0.12 -3.7% 0.00
Volume 54,273 84,180 29,907 55.1% 356,739
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 100.49 99.67 96.62
R3 98.95 98.13 96.19
R2 97.41 97.41 96.05
R1 96.59 96.59 95.91 96.23
PP 95.87 95.87 95.87 95.69
S1 95.05 95.05 95.63 94.69
S2 94.33 94.33 95.49
S3 92.79 93.51 95.35
S4 91.25 91.97 94.92
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.26 111.79 102.85
R3 109.80 107.33 101.63
R2 105.34 105.34 101.22
R1 102.87 102.87 100.81 101.88
PP 100.88 100.88 100.88 100.38
S1 98.41 98.41 99.99 97.42
S2 96.42 96.42 99.58
S3 91.96 93.95 99.17
S4 87.50 89.49 97.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.08 94.92 8.16 8.5% 3.35 3.5% 10% False False 73,547
10 103.35 94.92 8.43 8.8% 2.86 3.0% 10% False False 70,717
20 104.31 94.92 9.39 9.8% 2.90 3.0% 9% False False 56,894
40 115.63 94.92 20.71 21.6% 3.36 3.5% 4% False False 43,560
60 115.63 94.92 20.71 21.6% 2.91 3.0% 4% False False 35,007
80 115.63 94.92 20.71 21.6% 2.90 3.0% 4% False False 31,179
100 115.63 92.33 23.30 24.3% 2.67 2.8% 15% False False 27,835
120 115.63 91.94 23.69 24.7% 2.44 2.6% 16% False False 24,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.50
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 103.24
2.618 100.72
1.618 99.18
1.000 98.23
0.618 97.64
HIGH 96.69
0.618 96.10
0.500 95.92
0.382 95.74
LOW 95.15
0.618 94.20
1.000 93.61
1.618 92.66
2.618 91.12
4.250 88.61
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 95.92 97.86
PP 95.87 97.16
S1 95.82 96.47

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

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