NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 93.79 94.70 0.91 1.0% 100.61
High 94.65 95.91 1.26 1.3% 101.12
Low 92.41 93.72 1.31 1.4% 93.10
Close 94.46 94.96 0.50 0.5% 94.23
Range 2.24 2.19 -0.05 -2.2% 8.02
ATR 2.96 2.91 -0.06 -1.9% 0.00
Volume 25,948 16,727 -9,221 -35.5% 149,974
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 101.43 100.39 96.16
R3 99.24 98.20 95.56
R2 97.05 97.05 95.36
R1 96.01 96.01 95.16 96.53
PP 94.86 94.86 94.86 95.13
S1 93.82 93.82 94.76 94.34
S2 92.67 92.67 94.56
S3 90.48 91.63 94.36
S4 88.29 89.44 93.76
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 120.21 115.24 98.64
R3 112.19 107.22 96.44
R2 104.17 104.17 95.70
R1 99.20 99.20 94.97 97.68
PP 96.15 96.15 96.15 95.39
S1 91.18 91.18 93.49 89.66
S2 88.13 88.13 92.76
S3 80.11 83.16 92.02
S4 72.09 75.14 89.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.12 92.41 8.71 9.2% 2.98 3.1% 29% False False 26,538
10 103.76 92.41 11.35 12.0% 2.92 3.1% 22% False False 30,065
20 104.65 92.41 12.24 12.9% 2.72 2.9% 21% False False 24,590
40 115.58 92.41 23.17 24.4% 3.22 3.4% 11% False False 18,686
60 115.58 92.41 23.17 24.4% 2.81 3.0% 11% False False 15,530
80 115.58 92.41 23.17 24.4% 2.66 2.8% 11% False False 13,721
100 115.58 92.41 23.17 24.4% 2.52 2.6% 11% False False 13,198
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.22
2.618 101.64
1.618 99.45
1.000 98.10
0.618 97.26
HIGH 95.91
0.618 95.07
0.500 94.82
0.382 94.56
LOW 93.72
0.618 92.37
1.000 91.53
1.618 90.18
2.618 87.99
4.250 84.41
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 94.91 94.80
PP 94.86 94.64
S1 94.82 94.48

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

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