NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 100.61 98.41 -2.20 -2.2% 97.38
High 100.94 98.41 -2.53 -2.5% 101.08
Low 97.60 96.15 -1.45 -1.5% 96.53
Close 98.23 97.19 -1.04 -1.1% 98.23
Range 3.34 2.26 -1.08 -32.3% 4.55
ATR 2.73 2.70 -0.03 -1.2% 0.00
Volume 74,566 56,672 -17,894 -24.0% 219,579
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 104.03 102.87 98.43
R3 101.77 100.61 97.81
R2 99.51 99.51 97.60
R1 98.35 98.35 97.40 97.80
PP 97.25 97.25 97.25 96.98
S1 96.09 96.09 96.98 95.54
S2 94.99 94.99 96.78
S3 92.73 93.83 96.57
S4 90.47 91.57 95.95
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.26 109.80 100.73
R3 107.71 105.25 99.48
R2 103.16 103.16 99.06
R1 100.70 100.70 98.65 101.93
PP 98.61 98.61 98.61 99.23
S1 96.15 96.15 97.81 97.38
S2 94.06 94.06 97.40
S3 89.51 91.60 96.98
S4 84.96 87.05 95.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.08 96.15 4.93 5.1% 2.55 2.6% 21% False True 55,250
10 101.08 91.82 9.26 9.5% 2.34 2.4% 58% False False 57,054
20 101.75 91.77 9.98 10.3% 2.67 2.7% 54% False False 58,981
40 105.14 91.77 13.37 13.8% 2.68 2.8% 41% False False 55,199
60 115.50 91.77 23.73 24.4% 3.05 3.1% 23% False False 52,494
80 115.50 91.77 23.73 24.4% 2.85 2.9% 23% False False 49,366
100 115.50 91.77 23.73 24.4% 2.87 3.0% 23% False False 52,571
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.02
2.618 104.33
1.618 102.07
1.000 100.67
0.618 99.81
HIGH 98.41
0.618 97.55
0.500 97.28
0.382 97.01
LOW 96.15
0.618 94.75
1.000 93.89
1.618 92.49
2.618 90.23
4.250 86.55
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 97.28 98.62
PP 97.25 98.14
S1 97.22 97.67

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

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