NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 98.42 99.38 0.96 1.0% 98.07
High 99.68 99.38 -0.30 -0.3% 101.38
Low 97.87 97.08 -0.79 -0.8% 96.11
Close 99.49 98.11 -1.38 -1.4% 99.49
Range 1.81 2.30 0.49 27.1% 5.27
ATR 2.50 2.49 -0.01 -0.3% 0.00
Volume 13,446 8,177 -5,269 -39.2% 54,745
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.09 103.90 99.38
R3 102.79 101.60 98.74
R2 100.49 100.49 98.53
R1 99.30 99.30 98.32 98.75
PP 98.19 98.19 98.19 97.91
S1 97.00 97.00 97.90 96.45
S2 95.89 95.89 97.69
S3 93.59 94.70 97.48
S4 91.29 92.40 96.85
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.80 112.42 102.39
R3 109.53 107.15 100.94
R2 104.26 104.26 100.46
R1 101.88 101.88 99.97 103.07
PP 98.99 98.99 98.99 99.59
S1 96.61 96.61 99.01 97.80
S2 93.72 93.72 98.52
S3 88.45 91.34 98.04
S4 83.18 86.07 96.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.38 96.11 5.27 5.4% 2.82 2.9% 38% False False 10,327
10 101.38 96.11 5.27 5.4% 2.48 2.5% 38% False False 10,603
20 101.38 92.39 8.99 9.2% 2.23 2.3% 64% False False 9,272
40 105.30 92.39 12.91 13.2% 2.30 2.3% 44% False False 8,814
60 115.22 92.39 22.83 23.3% 2.58 2.6% 25% False False 7,165
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.16
2.618 105.40
1.618 103.10
1.000 101.68
0.618 100.80
HIGH 99.38
0.618 98.50
0.500 98.23
0.382 97.96
LOW 97.08
0.618 95.66
1.000 94.78
1.618 93.36
2.618 91.06
4.250 87.31
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 98.23 99.10
PP 98.19 98.77
S1 98.15 98.44

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

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