NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 95.29 97.71 2.42 2.5% 93.82
High 98.14 98.04 -0.10 -0.1% 97.70
Low 95.29 96.42 1.13 1.2% 92.55
Close 97.19 97.96 0.77 0.8% 93.74
Range 2.85 1.62 -1.23 -43.2% 5.15
ATR 2.49 2.43 -0.06 -2.5% 0.00
Volume 9,214 8,018 -1,196 -13.0% 37,428
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 102.33 101.77 98.85
R3 100.71 100.15 98.41
R2 99.09 99.09 98.26
R1 98.53 98.53 98.11 98.81
PP 97.47 97.47 97.47 97.62
S1 96.91 96.91 97.81 97.19
S2 95.85 95.85 97.66
S3 94.23 95.29 97.51
S4 92.61 93.67 97.07
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 98.14 92.39 5.75 5.9% 1.78 1.8% 97% False False 9,489
10 98.14 92.39 5.75 5.9% 2.03 2.1% 97% False False 7,677
20 104.25 92.39 11.86 12.1% 2.23 2.3% 47% False False 9,024
40 108.59 92.39 16.20 16.5% 2.79 2.8% 34% False False 7,299
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.93
2.618 102.28
1.618 100.66
1.000 99.66
0.618 99.04
HIGH 98.04
0.618 97.42
0.500 97.23
0.382 97.04
LOW 96.42
0.618 95.42
1.000 94.80
1.618 93.80
2.618 92.18
4.250 89.54
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 97.72 97.22
PP 97.47 96.48
S1 97.23 95.74

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

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