NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 101.06 99.40 -1.66 -1.6% 102.47
High 101.10 101.10 0.00 0.0% 104.00
Low 98.14 98.45 0.31 0.3% 99.76
Close 99.24 101.08 1.84 1.9% 101.30
Range 2.96 2.65 -0.31 -10.5% 4.24
ATR 2.82 2.81 -0.01 -0.4% 0.00
Volume 21,580 22,363 783 3.6% 98,105
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 108.16 107.27 102.54
R3 105.51 104.62 101.81
R2 102.86 102.86 101.57
R1 101.97 101.97 101.32 102.42
PP 100.21 100.21 100.21 100.43
S1 99.32 99.32 100.84 99.77
S2 97.56 97.56 100.59
S3 94.91 96.67 100.35
S4 92.26 94.02 99.62
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 5.8% 2.70 2.7% 50% False False 24,457
10 104.85 98.14 6.71 6.6% 2.51 2.5% 44% False False 17,162
20 104.85 96.83 8.02 7.9% 2.50 2.5% 53% False False 13,545
40 115.57 96.04 19.53 19.3% 2.98 2.9% 26% False False 10,931
60 115.57 96.04 19.53 19.3% 2.52 2.5% 26% False False 10,057
80 115.57 95.86 19.71 19.5% 2.54 2.5% 26% False False 9,953
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.36
2.618 108.04
1.618 105.39
1.000 103.75
0.618 102.74
HIGH 101.10
0.618 100.09
0.500 99.78
0.382 99.46
LOW 98.45
0.618 96.81
1.000 95.80
1.618 94.16
2.618 91.51
4.250 87.19
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 100.65 101.01
PP 100.21 100.93
S1 99.78 100.86

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

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