NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 101.05 97.56 -3.49 -3.5% 102.44
High 101.93 97.86 -4.07 -4.0% 104.25
Low 96.81 96.58 -0.23 -0.2% 100.47
Close 97.07 97.19 0.12 0.1% 101.84
Range 5.12 1.28 -3.84 -75.0% 3.78
ATR 2.80 2.69 -0.11 -3.9% 0.00
Volume 9,610 10,678 1,068 11.1% 50,661
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 101.05 100.40 97.89
R3 99.77 99.12 97.54
R2 98.49 98.49 97.42
R1 97.84 97.84 97.31 97.53
PP 97.21 97.21 97.21 97.05
S1 96.56 96.56 97.07 96.25
S2 95.93 95.93 96.96
S3 94.65 95.28 96.84
S4 93.37 94.00 96.49
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
5 104.09 96.58 7.51 7.7% 2.89 3.0% 8% False True 11,586
10 104.25 96.58 7.67 7.9% 2.43 2.5% 8% False True 10,371
20 105.30 96.58 8.72 9.0% 2.35 2.4% 7% False True 8,355
40 115.22 96.46 18.76 19.3% 2.75 2.8% 4% False False 6,037
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.30
2.618 101.21
1.618 99.93
1.000 99.14
0.618 98.65
HIGH 97.86
0.618 97.37
0.500 97.22
0.382 97.07
LOW 96.58
0.618 95.79
1.000 95.30
1.618 94.51
2.618 93.23
4.250 91.14
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 97.22 99.26
PP 97.21 98.57
S1 97.20 97.88

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

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