NYMEX Light Sweet Crude Oil Future October 2011


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Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 100.69 96.61 -4.08 -4.1% 102.10
High 101.12 96.91 -4.21 -4.2% 103.76
Low 95.36 95.62 0.26 0.3% 99.38
Close 96.11 96.15 0.04 0.0% 100.88
Range 5.76 1.29 -4.47 -77.6% 4.38
ATR 3.12 2.99 -0.13 -4.2% 0.00
Volume 27,809 35,667 7,858 28.3% 147,340
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 100.10 99.41 96.86
R3 98.81 98.12 96.50
R2 97.52 97.52 96.39
R1 96.83 96.83 96.27 96.53
PP 96.23 96.23 96.23 96.08
S1 95.54 95.54 96.03 95.24
S2 94.94 94.94 95.91
S3 93.65 94.25 95.80
S4 92.36 92.96 95.44
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.48 112.06 103.29
R3 110.10 107.68 102.08
R2 105.72 105.72 101.68
R1 103.30 103.30 101.28 102.32
PP 101.34 101.34 101.34 100.85
S1 98.92 98.92 100.48 97.94
S2 96.96 96.96 100.08
S3 92.58 94.54 99.68
S4 88.20 90.16 98.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.41 95.36 8.05 8.4% 3.25 3.4% 10% False False 32,818
10 103.76 95.36 8.40 8.7% 2.74 2.9% 9% False False 30,869
20 104.65 95.36 9.29 9.7% 2.77 2.9% 9% False False 23,040
40 115.58 95.36 20.22 21.0% 3.17 3.3% 4% False False 17,620
60 115.58 95.36 20.22 21.0% 2.73 2.8% 4% False False 14,806
80 115.58 95.36 20.22 21.0% 2.70 2.8% 4% False False 13,492
100 115.58 92.69 22.89 23.8% 2.48 2.6% 15% False False 12,673
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 102.39
2.618 100.29
1.618 99.00
1.000 98.20
0.618 97.71
HIGH 96.91
0.618 96.42
0.500 96.27
0.382 96.11
LOW 95.62
0.618 94.82
1.000 94.33
1.618 93.53
2.618 92.24
4.250 90.14
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 96.27 98.24
PP 96.23 97.54
S1 96.19 96.85

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

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