NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 99.47 100.68 1.21 1.2% 97.97
High 101.35 101.31 -0.04 0.0% 101.35
Low 99.14 98.19 -0.95 -1.0% 97.26
Close 100.94 98.72 -2.22 -2.2% 98.72
Range 2.21 3.12 0.91 41.2% 4.09
ATR 2.34 2.40 0.06 2.4% 0.00
Volume 8,574 13,543 4,969 58.0% 43,112
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 108.77 106.86 100.44
R3 105.65 103.74 99.58
R2 102.53 102.53 99.29
R1 100.62 100.62 99.01 100.02
PP 99.41 99.41 99.41 99.10
S1 97.50 97.50 98.43 96.90
S2 96.29 96.29 98.15
S3 93.17 94.38 97.86
S4 90.05 91.26 97.00
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.38 109.14 100.97
R3 107.29 105.05 99.84
R2 103.20 103.20 99.47
R1 100.96 100.96 99.09 102.08
PP 99.11 99.11 99.11 99.67
S1 96.87 96.87 98.35 97.99
S2 95.02 95.02 97.97
S3 90.93 92.78 97.60
S4 86.84 88.69 96.47
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 5.2% 2.21 2.2% 49% False False 10,278
10 101.35 92.39 8.96 9.1% 2.00 2.0% 71% False False 9,883
20 104.09 92.39 11.70 11.9% 2.29 2.3% 54% False False 9,304
40 105.30 92.39 12.91 13.1% 2.32 2.3% 49% False False 8,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114.57
2.618 109.48
1.618 106.36
1.000 104.43
0.618 103.24
HIGH 101.31
0.618 100.12
0.500 99.75
0.382 99.38
LOW 98.19
0.618 96.26
1.000 95.07
1.618 93.14
2.618 90.02
4.250 84.93
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 99.75 99.77
PP 99.41 99.42
S1 99.06 99.07

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

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