NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 96.92 97.97 1.05 1.1% 92.90
High 97.88 99.79 1.91 2.0% 98.14
Low 96.22 97.26 1.04 1.1% 92.39
Close 97.64 99.29 1.65 1.7% 97.64
Range 1.66 2.53 0.87 52.4% 5.75
ATR 2.38 2.39 0.01 0.4% 0.00
Volume 8,279 12,688 4,409 53.3% 41,980
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.37 105.36 100.68
R3 103.84 102.83 99.99
R2 101.31 101.31 99.75
R1 100.30 100.30 99.52 100.81
PP 98.78 98.78 98.78 99.03
S1 97.77 97.77 99.06 98.28
S2 96.25 96.25 98.83
S3 93.72 95.24 98.59
S4 91.19 92.71 97.90
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.31 111.22 100.80
R3 107.56 105.47 99.22
R2 101.81 101.81 98.69
R1 99.72 99.72 98.17 100.77
PP 96.06 96.06 96.06 96.58
S1 93.97 93.97 97.11 95.02
S2 90.31 90.31 96.59
S3 84.56 88.22 96.06
S4 78.81 82.47 94.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.79 93.33 6.46 6.5% 2.16 2.2% 92% True False 8,711
10 99.79 92.39 7.40 7.5% 2.04 2.1% 93% True False 8,251
20 104.25 92.39 11.86 11.9% 2.26 2.3% 58% False False 9,249
40 105.47 92.39 13.08 13.2% 2.50 2.5% 53% False False 7,615
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.54
2.618 106.41
1.618 103.88
1.000 102.32
0.618 101.35
HIGH 99.79
0.618 98.82
0.500 98.53
0.382 98.23
LOW 97.26
0.618 95.70
1.000 94.73
1.618 93.17
2.618 90.64
4.250 86.51
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 99.04 98.86
PP 98.78 98.43
S1 98.53 98.01

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

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