NYMEX Light Sweet Crude Oil Future September 2011


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Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 94.21 94.05 -0.16 -0.2% 100.18
High 95.52 96.21 0.69 0.7% 100.79
Low 93.33 93.74 0.41 0.4% 92.68
Close 94.60 95.92 1.32 1.4% 93.84
Range 2.19 2.47 0.28 12.8% 8.11
ATR 3.02 2.98 -0.04 -1.3% 0.00
Volume 35,972 52,766 16,794 46.7% 330,389
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 102.70 101.78 97.28
R3 100.23 99.31 96.60
R2 97.76 97.76 96.37
R1 96.84 96.84 96.15 97.30
PP 95.29 95.29 95.29 95.52
S1 94.37 94.37 95.69 94.83
S2 92.82 92.82 95.47
S3 90.35 91.90 95.24
S4 87.88 89.43 94.56
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 120.10 115.08 98.30
R3 111.99 106.97 96.07
R2 103.88 103.88 95.33
R1 98.86 98.86 94.58 97.32
PP 95.77 95.77 95.77 95.00
S1 90.75 90.75 93.10 89.21
S2 87.66 87.66 92.35
S3 79.55 82.64 91.61
S4 71.44 74.53 89.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.69 91.94 4.75 5.0% 2.42 2.5% 84% False False 56,547
10 103.35 91.94 11.41 11.9% 2.89 3.0% 35% False False 66,260
20 104.31 91.94 12.37 12.9% 2.76 2.9% 32% False False 59,699
40 115.63 91.94 23.69 24.7% 3.42 3.6% 17% False False 46,419
60 115.63 91.94 23.69 24.7% 2.99 3.1% 17% False False 37,271
80 115.63 91.94 23.69 24.7% 2.85 3.0% 17% False False 32,214
100 115.63 91.94 23.69 24.7% 2.70 2.8% 17% False False 29,291
120 115.63 91.94 23.69 24.7% 2.50 2.6% 17% False False 25,767
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.71
2.618 102.68
1.618 100.21
1.000 98.68
0.618 97.74
HIGH 96.21
0.618 95.27
0.500 94.98
0.382 94.68
LOW 93.74
0.618 92.21
1.000 91.27
1.618 89.74
2.618 87.27
4.250 83.24
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 95.61 95.31
PP 95.29 94.69
S1 94.98 94.08

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

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