NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 98.05 98.14 0.09 0.1% 100.58
High 98.86 98.30 -0.56 -0.6% 101.39
Low 97.49 95.90 -1.59 -1.6% 95.90
Close 98.35 96.60 -1.75 -1.8% 96.60
Range 1.37 2.40 1.03 75.2% 5.49
ATR 2.46 2.46 0.00 0.0% 0.00
Volume 37,711 26,787 -10,924 -29.0% 163,616
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 104.13 102.77 97.92
R3 101.73 100.37 97.26
R2 99.33 99.33 97.04
R1 97.97 97.97 96.82 97.45
PP 96.93 96.93 96.93 96.68
S1 95.57 95.57 96.38 95.05
S2 94.53 94.53 96.16
S3 92.13 93.17 95.94
S4 89.73 90.77 95.28
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.43 111.01 99.62
R3 108.94 105.52 98.11
R2 103.45 103.45 97.61
R1 100.03 100.03 97.10 99.00
PP 97.96 97.96 97.96 97.45
S1 94.54 94.54 96.10 93.51
S2 92.47 92.47 95.59
S3 86.98 89.05 95.09
S4 81.49 83.56 93.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.39 95.90 5.49 5.7% 1.99 2.1% 13% False True 32,723
10 101.39 95.90 5.49 5.7% 2.21 2.3% 13% False True 29,712
20 101.39 95.00 6.39 6.6% 2.45 2.5% 25% False False 29,728
40 104.00 91.35 12.65 13.1% 2.51 2.6% 42% False False 25,192
60 109.93 91.35 18.58 19.2% 2.91 3.0% 28% False False 20,320
80 115.57 91.35 24.22 25.1% 2.71 2.8% 22% False False 17,026
100 115.57 91.35 24.22 25.1% 2.55 2.6% 22% False False 15,109
120 115.57 91.35 24.22 25.1% 2.45 2.5% 22% False False 14,148
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 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.50
2.618 104.58
1.618 102.18
1.000 100.70
0.618 99.78
HIGH 98.30
0.618 97.38
0.500 97.10
0.382 96.82
LOW 95.90
0.618 94.42
1.000 93.50
1.618 92.02
2.618 89.62
4.250 85.70
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 97.10 98.12
PP 96.93 97.61
S1 96.77 97.11

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

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