NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 94.62 95.69 1.07 1.1% 101.06
High 97.05 95.72 -1.33 -1.4% 101.49
Low 94.62 91.57 -3.05 -3.2% 93.59
Close 96.78 92.57 -4.21 -4.4% 94.63
Range 2.43 4.15 1.72 70.8% 7.90
ATR 2.76 2.94 0.17 6.3% 0.00
Volume 12,127 18,915 6,788 56.0% 93,966
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 105.74 103.30 94.85
R3 101.59 99.15 93.71
R2 97.44 97.44 93.33
R1 95.00 95.00 92.95 94.15
PP 93.29 93.29 93.29 92.86
S1 90.85 90.85 92.19 90.00
S2 89.14 89.14 91.81
S3 84.99 86.70 91.43
S4 80.84 82.55 90.29
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 97.05 91.57 5.48 5.9% 2.79 3.0% 18% False True 15,325
10 103.57 91.57 12.00 13.0% 2.93 3.2% 8% False True 18,807
20 104.85 91.57 13.28 14.3% 2.60 2.8% 8% False True 15,998
40 115.57 91.57 24.00 25.9% 3.17 3.4% 4% False True 12,674
60 115.57 91.57 24.00 25.9% 2.71 2.9% 4% False True 11,025
80 115.57 91.57 24.00 25.9% 2.54 2.7% 4% False True 10,228
100 115.57 91.57 24.00 25.9% 2.40 2.6% 4% False True 9,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113.36
2.618 106.58
1.618 102.43
1.000 99.87
0.618 98.28
HIGH 95.72
0.618 94.13
0.500 93.65
0.382 93.16
LOW 91.57
0.618 89.01
1.000 87.42
1.618 84.86
2.618 80.71
4.250 73.93
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 93.65 94.31
PP 93.29 93.73
S1 92.93 93.15

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

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