NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 101.12 102.35 1.23 1.2% 102.05
High 103.17 103.76 0.59 0.6% 104.65
Low 99.64 102.23 2.59 2.6% 99.81
Close 102.22 103.31 1.09 1.1% 101.76
Range 3.53 1.53 -2.00 -56.7% 4.84
ATR 2.99 2.88 -0.10 -3.5% 0.00
Volume 26,989 40,354 13,365 49.5% 83,062
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.69 107.03 104.15
R3 106.16 105.50 103.73
R2 104.63 104.63 103.59
R1 103.97 103.97 103.45 104.30
PP 103.10 103.10 103.10 103.27
S1 102.44 102.44 103.17 102.77
S2 101.57 101.57 103.03
S3 100.04 100.91 102.89
S4 98.51 99.38 102.47
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.59 114.02 104.42
R3 111.75 109.18 103.09
R2 106.91 106.91 102.65
R1 104.34 104.34 102.20 103.21
PP 102.07 102.07 102.07 101.51
S1 99.50 99.50 101.32 98.37
S2 97.23 97.23 100.87
S3 92.39 94.66 100.43
S4 87.55 89.82 99.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.76 99.38 4.38 4.2% 2.24 2.2% 90% True False 28,920
10 104.65 99.38 5.27 5.1% 2.36 2.3% 75% False False 23,201
20 104.65 96.56 8.09 7.8% 2.78 2.7% 83% False False 18,253
40 115.58 96.56 19.02 18.4% 3.06 3.0% 35% False False 14,830
60 115.58 96.56 19.02 18.4% 2.68 2.6% 35% False False 12,659
80 115.58 95.00 20.58 19.9% 2.63 2.5% 40% False False 11,951
100 115.58 92.69 22.89 22.2% 2.38 2.3% 46% False False 11,292
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 0.61
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 110.26
2.618 107.77
1.618 106.24
1.000 105.29
0.618 104.71
HIGH 103.76
0.618 103.18
0.500 103.00
0.382 102.81
LOW 102.23
0.618 101.28
1.000 100.70
1.618 99.75
2.618 98.22
4.250 95.73
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 103.21 102.73
PP 103.10 102.15
S1 103.00 101.57

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

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