NYMEX Light Sweet Crude Oil Future December 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 98.53 98.46 -0.07 -0.1% 100.97
High 99.30 98.76 -0.54 -0.5% 101.83
Low 97.77 96.38 -1.39 -1.4% 96.38
Close 98.82 97.08 -1.74 -1.8% 97.08
Range 1.53 2.38 0.85 55.6% 5.45
ATR 2.52 2.51 -0.01 -0.2% 0.00
Volume 43,799 40,640 -3,159 -7.2% 241,083
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 104.55 103.19 98.39
R3 102.17 100.81 97.73
R2 99.79 99.79 97.52
R1 98.43 98.43 97.30 97.92
PP 97.41 97.41 97.41 97.15
S1 96.05 96.05 96.86 95.54
S2 95.03 95.03 96.64
S3 92.65 93.67 96.43
S4 90.27 91.29 95.77
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.78 111.38 100.08
R3 109.33 105.93 98.58
R2 103.88 103.88 98.08
R1 100.48 100.48 97.58 99.46
PP 98.43 98.43 98.43 97.92
S1 95.03 95.03 96.58 94.01
S2 92.98 92.98 96.08
S3 87.53 89.58 95.58
S4 82.08 84.13 94.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.83 96.38 5.45 5.6% 2.04 2.1% 13% False True 48,216
10 101.83 96.38 5.45 5.6% 2.26 2.3% 13% False True 45,741
20 101.83 95.50 6.33 6.5% 2.49 2.6% 25% False False 50,292
40 104.20 91.77 12.43 12.8% 2.58 2.7% 43% False False 55,791
60 110.42 91.77 18.65 19.2% 3.06 3.2% 28% False False 54,970
80 115.50 91.77 23.73 24.4% 2.94 3.0% 22% False False 51,401
100 115.50 91.77 23.73 24.4% 2.83 2.9% 22% False False 49,385
120 115.50 91.77 23.73 24.4% 2.77 2.9% 22% False False 51,873
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 0.59
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.88
2.618 104.99
1.618 102.61
1.000 101.14
0.618 100.23
HIGH 98.76
0.618 97.85
0.500 97.57
0.382 97.29
LOW 96.38
0.618 94.91
1.000 94.00
1.618 92.53
2.618 90.15
4.250 86.27
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 97.57 98.59
PP 97.41 98.09
S1 97.24 97.58

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

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