NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 99.50 99.47 -0.03 0.0% 92.90
High 99.87 101.35 1.48 1.5% 98.14
Low 98.35 99.14 0.79 0.8% 92.39
Close 98.86 100.94 2.08 2.1% 97.64
Range 1.52 2.21 0.69 45.4% 5.75
ATR 2.33 2.34 0.01 0.5% 0.00
Volume 8,307 8,574 267 3.2% 41,980
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 107.11 106.23 102.16
R3 104.90 104.02 101.55
R2 102.69 102.69 101.35
R1 101.81 101.81 101.14 102.25
PP 100.48 100.48 100.48 100.70
S1 99.60 99.60 100.74 100.04
S2 98.27 98.27 100.53
S3 96.06 97.39 100.33
S4 93.85 95.18 99.72
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
5 101.35 96.22 5.13 5.1% 1.91 1.9% 92% True False 9,173
10 101.35 92.39 8.96 8.9% 2.05 2.0% 95% True False 8,958
20 104.25 92.39 11.86 11.7% 2.19 2.2% 72% False False 9,405
40 105.30 92.39 12.91 12.8% 2.39 2.4% 66% False False 7,814
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.74
2.618 107.14
1.618 104.93
1.000 103.56
0.618 102.72
HIGH 101.35
0.618 100.51
0.500 100.25
0.382 99.98
LOW 99.14
0.618 97.77
1.000 96.93
1.618 95.56
2.618 93.35
4.250 89.75
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 100.71 100.40
PP 100.48 99.85
S1 100.25 99.31

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

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