NYMEX Light Sweet Crude Oil Future September 2011


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Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 95.47 95.56 0.09 0.1% 91.73
High 96.32 95.92 -0.40 -0.4% 96.36
Low 94.43 94.03 -0.40 -0.4% 90.17
Close 95.96 95.51 -0.45 -0.5% 95.51
Range 1.89 1.89 0.00 0.0% 6.19
ATR 2.91 2.84 -0.07 -2.4% 0.00
Volume 81,722 73,337 -8,385 -10.3% 383,668
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 100.82 100.06 96.55
R3 98.93 98.17 96.03
R2 97.04 97.04 95.86
R1 96.28 96.28 95.68 95.72
PP 95.15 95.15 95.15 94.87
S1 94.39 94.39 95.34 93.83
S2 93.26 93.26 95.16
S3 91.37 92.50 94.99
S4 89.48 90.61 94.47
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.58 110.24 98.91
R3 106.39 104.05 97.21
R2 100.20 100.20 96.64
R1 97.86 97.86 96.08 99.03
PP 94.01 94.01 94.01 94.60
S1 91.67 91.67 94.94 92.84
S2 87.82 87.82 94.38
S3 81.63 85.48 93.81
S4 75.44 79.29 92.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.36 90.17 6.19 6.5% 2.21 2.3% 86% False False 76,733
10 96.36 90.17 6.19 6.5% 2.54 2.7% 86% False False 75,877
20 103.35 90.17 13.18 13.8% 2.74 2.9% 41% False False 72,295
40 105.73 90.17 15.56 16.3% 3.20 3.4% 34% False False 57,115
60 115.63 90.17 25.46 26.7% 3.13 3.3% 21% False False 45,823
80 115.63 90.17 25.46 26.7% 2.88 3.0% 21% False False 37,946
100 115.63 90.17 25.46 26.7% 2.78 2.9% 21% False False 34,334
120 115.63 90.17 25.46 26.7% 2.55 2.7% 21% False False 30,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Fibonacci Retracements and Extensions
4.250 103.95
2.618 100.87
1.618 98.98
1.000 97.81
0.618 97.09
HIGH 95.92
0.618 95.20
0.500 94.98
0.382 94.75
LOW 94.03
0.618 92.86
1.000 92.14
1.618 90.97
2.618 89.08
4.250 86.00
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 95.33 95.27
PP 95.15 95.03
S1 94.98 94.79

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

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