NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 98.36 99.20 0.84 0.9% 97.83
High 100.16 100.19 0.03 0.0% 100.19
Low 97.20 98.43 1.23 1.3% 95.05
Close 99.13 99.87 0.74 0.7% 99.87
Range 2.96 1.76 -1.20 -40.5% 5.14
ATR 2.89 2.81 -0.08 -2.8% 0.00
Volume 282,445 207,779 -74,666 -26.4% 1,210,882
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 104.78 104.08 100.84
R3 103.02 102.32 100.35
R2 101.26 101.26 100.19
R1 100.56 100.56 100.03 100.91
PP 99.50 99.50 99.50 99.67
S1 98.80 98.80 99.71 99.15
S2 97.74 97.74 99.55
S3 95.98 97.04 99.39
S4 94.22 95.28 98.90
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.79 111.97 102.70
R3 108.65 106.83 101.28
R2 103.51 103.51 100.81
R1 101.69 101.69 100.34 102.60
PP 98.37 98.37 98.37 98.83
S1 96.55 96.55 99.40 97.46
S2 93.23 93.23 98.93
S3 88.09 91.41 98.46
S4 82.95 86.27 97.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.19 95.05 5.14 5.1% 2.58 2.6% 94% True False 242,176
10 100.19 94.02 6.17 6.2% 2.86 2.9% 95% True False 192,029
20 100.19 90.17 10.02 10.0% 2.65 2.7% 97% True False 138,471
40 104.31 90.17 14.14 14.2% 2.74 2.7% 69% False False 100,132
60 115.63 90.17 25.46 25.5% 3.20 3.2% 38% False False 78,014
80 115.63 90.17 25.46 25.5% 2.94 2.9% 38% False False 63,501
100 115.63 90.17 25.46 25.5% 2.83 2.8% 38% False False 54,157
120 115.63 90.17 25.46 25.5% 2.71 2.7% 38% False False 47,980
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 107.67
2.618 104.80
1.618 103.04
1.000 101.95
0.618 101.28
HIGH 100.19
0.618 99.52
0.500 99.31
0.382 99.10
LOW 98.43
0.618 97.34
1.000 96.67
1.618 95.58
2.618 93.82
4.250 90.95
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 99.68 99.43
PP 99.50 99.00
S1 99.31 98.56

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

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