NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 93.80 92.90 -0.90 -1.0% 93.82
High 93.91 93.68 -0.23 -0.2% 97.70
Low 92.92 92.39 -0.53 -0.6% 92.55
Close 93.74 93.13 -0.61 -0.7% 93.74
Range 0.99 1.29 0.30 30.3% 5.15
ATR 2.56 2.48 -0.09 -3.4% 0.00
Volume 13,747 11,112 -2,635 -19.2% 37,428
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 96.94 96.32 93.84
R3 95.65 95.03 93.48
R2 94.36 94.36 93.37
R1 93.74 93.74 93.25 94.05
PP 93.07 93.07 93.07 93.22
S1 92.45 92.45 93.01 92.76
S2 91.78 91.78 92.89
S3 90.49 91.16 92.78
S4 89.20 89.87 92.42
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.11 107.08 96.57
R3 104.96 101.93 95.16
R2 99.81 99.81 94.68
R1 96.78 96.78 94.21 95.72
PP 94.66 94.66 94.66 94.14
S1 91.63 91.63 93.27 90.57
S2 89.51 89.51 92.80
S3 84.36 86.48 92.32
S4 79.21 81.33 90.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.70 92.39 5.31 5.7% 1.92 2.1% 14% False True 7,791
10 101.93 92.39 9.54 10.2% 2.25 2.4% 8% False True 8,561
20 105.30 92.39 12.91 13.9% 2.28 2.5% 6% False True 8,835
40 115.22 92.39 22.83 24.5% 2.82 3.0% 3% False True 6,902
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.16
2.618 97.06
1.618 95.77
1.000 94.97
0.618 94.48
HIGH 93.68
0.618 93.19
0.500 93.04
0.382 92.88
LOW 92.39
0.618 91.59
1.000 91.10
1.618 90.30
2.618 89.01
4.250 86.91
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 93.10 94.30
PP 93.07 93.91
S1 93.04 93.52

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

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