NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 103.57 101.06 -2.51 -2.4% 102.47
High 103.57 101.10 -2.47 -2.4% 104.00
Low 100.60 98.14 -2.46 -2.4% 99.76
Close 101.30 99.24 -2.06 -2.0% 101.30
Range 2.97 2.96 -0.01 -0.3% 4.24
ATR 2.79 2.82 0.03 0.9% 0.00
Volume 33,956 21,580 -12,376 -36.4% 98,105
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 108.37 106.77 100.87
R3 105.41 103.81 100.05
R2 102.45 102.45 99.78
R1 100.85 100.85 99.51 100.17
PP 99.49 99.49 99.49 99.16
S1 97.89 97.89 98.97 97.21
S2 96.53 96.53 98.70
S3 93.57 94.93 98.43
S4 90.61 91.97 97.61
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 98.14 5.86 5.9% 2.56 2.6% 19% False True 21,756
10 104.85 98.14 6.71 6.8% 2.59 2.6% 16% False True 15,802
20 104.85 96.83 8.02 8.1% 2.49 2.5% 30% False False 12,759
40 115.57 96.04 19.53 19.7% 2.97 3.0% 16% False False 10,651
60 115.57 96.04 19.53 19.7% 2.53 2.5% 16% False False 9,739
80 115.57 95.74 19.83 20.0% 2.53 2.5% 18% False False 9,785
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.68
2.618 108.85
1.618 105.89
1.000 104.06
0.618 102.93
HIGH 101.10
0.618 99.97
0.500 99.62
0.382 99.27
LOW 98.14
0.618 96.31
1.000 95.18
1.618 93.35
2.618 90.39
4.250 85.56
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 99.62 101.07
PP 99.49 100.46
S1 99.37 99.85

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

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