NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 98.07 97.38 -0.69 -0.7% 97.97
High 98.27 99.76 1.49 1.5% 101.35
Low 96.91 96.11 -0.80 -0.8% 97.26
Close 97.71 99.71 2.00 2.0% 98.72
Range 1.36 3.65 2.29 168.4% 4.09
ATR 2.36 2.45 0.09 3.9% 0.00
Volume 11,287 9,852 -1,435 -12.7% 43,112
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 109.48 108.24 101.72
R3 105.83 104.59 100.71
R2 102.18 102.18 100.38
R1 100.94 100.94 100.04 101.56
PP 98.53 98.53 98.53 98.84
S1 97.29 97.29 99.38 97.91
S2 94.88 94.88 99.04
S3 91.23 93.64 98.71
S4 87.58 89.99 97.70
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 96.11 5.24 5.3% 2.37 2.4% 69% False True 10,312
10 101.35 93.33 8.02 8.0% 2.27 2.3% 80% False False 9,511
20 101.93 92.39 9.54 9.6% 2.26 2.3% 77% False False 9,036
40 105.30 92.39 12.91 12.9% 2.27 2.3% 57% False False 8,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 115.27
2.618 109.32
1.618 105.67
1.000 103.41
0.618 102.02
HIGH 99.76
0.618 98.37
0.500 97.94
0.382 97.50
LOW 96.11
0.618 93.85
1.000 92.46
1.618 90.20
2.618 86.55
4.250 80.60
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 99.12 99.38
PP 98.53 99.04
S1 97.94 98.71

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

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