NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 96.45 98.48 2.03 2.1% 96.45
High 98.98 99.37 0.39 0.4% 99.61
Low 96.25 96.93 0.68 0.7% 94.02
Close 97.86 98.40 0.54 0.6% 97.60
Range 2.73 2.44 -0.29 -10.6% 5.59
ATR 2.92 2.89 -0.03 -1.2% 0.00
Volume 276,271 275,522 -749 -0.3% 709,408
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.55 104.42 99.74
R3 103.11 101.98 99.07
R2 100.67 100.67 98.85
R1 99.54 99.54 98.62 98.89
PP 98.23 98.23 98.23 97.91
S1 97.10 97.10 98.18 96.45
S2 95.79 95.79 97.95
S3 93.35 94.66 97.73
S4 90.91 92.22 97.06
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.85 111.31 100.67
R3 108.26 105.72 99.14
R2 102.67 102.67 98.62
R1 100.13 100.13 98.11 101.40
PP 97.08 97.08 97.08 97.71
S1 94.54 94.54 97.09 95.81
S2 91.49 91.49 96.58
S3 85.90 88.95 96.06
S4 80.31 83.36 94.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.37 94.98 4.39 4.5% 3.00 3.0% 78% True False 210,321
10 99.87 94.02 5.85 5.9% 2.98 3.0% 75% False False 161,776
20 99.87 90.17 9.70 9.9% 2.78 2.8% 85% False False 120,754
40 104.31 90.17 14.14 14.4% 2.79 2.8% 58% False False 89,809
60 115.63 90.17 25.46 25.9% 3.19 3.2% 32% False False 70,603
80 115.63 90.17 25.46 25.9% 2.93 3.0% 32% False False 57,621
100 115.63 90.17 25.46 25.9% 2.83 2.9% 32% False False 49,515
120 115.63 90.17 25.46 25.9% 2.71 2.8% 32% False False 44,276
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.59
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 109.74
2.618 105.76
1.618 103.32
1.000 101.81
0.618 100.88
HIGH 99.37
0.618 98.44
0.500 98.15
0.382 97.86
LOW 96.93
0.618 95.42
1.000 94.49
1.618 92.98
2.618 90.54
4.250 86.56
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 98.32 98.00
PP 98.23 97.61
S1 98.15 97.21

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

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