NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 97.14 98.61 1.47 1.5% 97.61
High 98.91 98.64 -0.27 -0.3% 100.40
Low 96.64 95.92 -0.72 -0.7% 95.00
Close 98.46 97.12 -1.34 -1.4% 98.46
Range 2.27 2.72 0.45 19.8% 5.40
ATR 2.76 2.75 0.00 -0.1% 0.00
Volume 35,448 22,123 -13,325 -37.6% 161,585
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.39 103.97 98.62
R3 102.67 101.25 97.87
R2 99.95 99.95 97.62
R1 98.53 98.53 97.37 97.88
PP 97.23 97.23 97.23 96.90
S1 95.81 95.81 96.87 95.16
S2 94.51 94.51 96.62
S3 91.79 93.09 96.37
S4 89.07 90.37 95.62
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.15 111.71 101.43
R3 108.75 106.31 99.95
R2 103.35 103.35 99.45
R1 100.91 100.91 98.96 102.13
PP 97.95 97.95 97.95 98.57
S1 95.51 95.51 97.97 96.73
S2 92.55 92.55 97.47
S3 87.15 90.11 96.98
S4 81.75 84.71 95.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.40 95.00 5.40 5.6% 3.09 3.2% 39% False False 30,165
10 100.67 95.00 5.67 5.8% 2.79 2.9% 37% False False 29,837
20 100.67 91.35 9.32 9.6% 2.58 2.7% 62% False False 26,432
40 104.85 91.35 13.50 13.9% 2.60 2.7% 43% False False 20,525
60 115.57 91.35 24.22 24.9% 2.89 3.0% 24% False False 16,632
80 115.57 91.35 24.22 24.9% 2.60 2.7% 24% False False 14,547
100 115.57 91.35 24.22 24.9% 2.56 2.6% 24% False False 13,412
120 115.57 91.35 24.22 24.9% 2.39 2.5% 24% False False 12,489
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.20
2.618 105.76
1.618 103.04
1.000 101.36
0.618 100.32
HIGH 98.64
0.618 97.60
0.500 97.28
0.382 96.96
LOW 95.92
0.618 94.24
1.000 93.20
1.618 91.52
2.618 88.80
4.250 84.36
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 97.28 98.04
PP 97.23 97.73
S1 97.17 97.43

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

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