NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 102.74 103.57 0.83 0.8% 102.47
High 104.00 103.57 -0.43 -0.4% 104.00
Low 102.51 100.60 -1.91 -1.9% 99.76
Close 103.64 101.30 -2.34 -2.3% 101.30
Range 1.49 2.97 1.48 99.3% 4.24
ATR 2.78 2.79 0.02 0.7% 0.00
Volume 25,446 33,956 8,510 33.4% 98,105
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.73 108.99 102.93
R3 107.76 106.02 102.12
R2 104.79 104.79 101.84
R1 103.05 103.05 101.57 102.44
PP 101.82 101.82 101.82 101.52
S1 100.08 100.08 101.03 99.47
S2 98.85 98.85 100.76
S3 95.88 97.11 100.48
S4 92.91 94.14 99.67
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.41 112.09 103.63
R3 110.17 107.85 102.47
R2 105.93 105.93 102.08
R1 103.61 103.61 101.69 102.65
PP 101.69 101.69 101.69 101.21
S1 99.37 99.37 100.91 98.41
S2 97.45 97.45 100.52
S3 93.21 95.13 100.13
S4 88.97 90.89 98.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.00 99.76 4.24 4.2% 2.35 2.3% 36% False False 19,621
10 104.85 99.76 5.09 5.0% 2.40 2.4% 30% False False 15,531
20 104.85 96.83 8.02 7.9% 2.50 2.5% 56% False False 12,332
40 115.57 96.04 19.53 19.3% 2.93 2.9% 27% False False 10,360
60 115.57 96.04 19.53 19.3% 2.53 2.5% 27% False False 9,491
80 115.57 95.74 19.83 19.6% 2.50 2.5% 28% False False 9,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.19
2.618 111.35
1.618 108.38
1.000 106.54
0.618 105.41
HIGH 103.57
0.618 102.44
0.500 102.09
0.382 101.73
LOW 100.60
0.618 98.76
1.000 97.63
1.618 95.79
2.618 92.82
4.250 87.98
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 102.09 102.03
PP 101.82 101.78
S1 101.56 101.54

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

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