NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 95.13 94.62 -0.51 -0.5% 101.06
High 96.18 97.05 0.87 0.9% 101.49
Low 94.09 94.62 0.53 0.6% 93.59
Close 95.33 96.78 1.45 1.5% 94.63
Range 2.09 2.43 0.34 16.3% 7.90
ATR 2.79 2.76 -0.03 -0.9% 0.00
Volume 10,568 12,127 1,559 14.8% 93,966
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 103.44 102.54 98.12
R3 101.01 100.11 97.45
R2 98.58 98.58 97.23
R1 97.68 97.68 97.00 98.13
PP 96.15 96.15 96.15 96.38
S1 95.25 95.25 96.56 95.70
S2 93.72 93.72 96.33
S3 91.29 92.82 96.11
S4 88.86 90.39 95.44
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 120.27 115.35 98.98
R3 112.37 107.45 96.80
R2 104.47 104.47 96.08
R1 99.55 99.55 95.35 98.06
PP 96.57 96.57 96.57 95.83
S1 91.65 91.65 93.91 90.16
S2 88.67 88.67 93.18
S3 80.77 83.75 92.46
S4 72.87 75.85 90.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.36 92.79 4.57 4.7% 2.22 2.3% 87% False False 15,462
10 104.00 92.79 11.21 11.6% 2.67 2.8% 36% False False 19,460
20 104.85 92.79 12.06 12.5% 2.54 2.6% 33% False False 15,449
40 115.57 92.79 22.78 23.5% 3.13 3.2% 18% False False 12,333
60 115.57 92.79 22.78 23.5% 2.67 2.8% 18% False False 10,816
80 115.57 92.79 22.78 23.5% 2.52 2.6% 18% False False 10,104
100 115.57 92.79 22.78 23.5% 2.38 2.5% 18% False False 9,899
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.38
2.618 103.41
1.618 100.98
1.000 99.48
0.618 98.55
HIGH 97.05
0.618 96.12
0.500 95.84
0.382 95.55
LOW 94.62
0.618 93.12
1.000 92.19
1.618 90.69
2.618 88.26
4.250 84.29
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 96.47 96.16
PP 96.15 95.54
S1 95.84 94.92

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

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