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

Download as Excel Spreadsheet

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

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