NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 99.67 101.05 1.38 1.4% 102.44
High 101.58 101.93 0.35 0.3% 104.25
Low 99.08 96.81 -2.27 -2.3% 100.47
Close 101.60 97.07 -4.53 -4.5% 101.84
Range 2.50 5.12 2.62 104.8% 3.78
ATR 2.62 2.80 0.18 6.8% 0.00
Volume 11,142 9,610 -1,532 -13.7% 50,661
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 113.96 110.64 99.89
R3 108.84 105.52 98.48
R2 103.72 103.72 98.01
R1 100.40 100.40 97.54 99.50
PP 98.60 98.60 98.60 98.16
S1 95.28 95.28 96.60 94.38
S2 93.48 93.48 96.13
S3 88.36 90.16 95.66
S4 83.24 85.04 94.25
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 113.53 111.46 103.92
R3 109.75 107.68 102.88
R2 105.97 105.97 102.53
R1 103.90 103.90 102.19 103.05
PP 102.19 102.19 102.19 101.76
S1 100.12 100.12 101.49 99.27
S2 98.41 98.41 101.15
S3 94.63 96.34 100.80
S4 90.85 92.56 99.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.25 96.81 7.44 7.7% 2.88 3.0% 3% False True 12,563
10 104.25 96.81 7.44 7.7% 2.51 2.6% 3% False True 10,148
20 105.30 96.81 8.49 8.7% 2.42 2.5% 3% False True 7,989
40 115.22 96.46 18.76 19.3% 2.77 2.9% 3% False False 5,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 123.69
2.618 115.33
1.618 110.21
1.000 107.05
0.618 105.09
HIGH 101.93
0.618 99.97
0.500 99.37
0.382 98.77
LOW 96.81
0.618 93.65
1.000 91.69
1.618 88.53
2.618 83.41
4.250 75.05
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 99.37 99.37
PP 98.60 98.60
S1 97.84 97.84

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

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