NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 99.38 98.20 -1.18 -1.2% 98.07
High 99.38 100.66 1.28 1.3% 101.38
Low 97.08 98.20 1.12 1.2% 96.11
Close 98.11 99.58 1.47 1.5% 99.49
Range 2.30 2.46 0.16 7.0% 5.27
ATR 2.49 2.50 0.00 0.2% 0.00
Volume 8,177 5,411 -2,766 -33.8% 54,745
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.86 105.68 100.93
R3 104.40 103.22 100.26
R2 101.94 101.94 100.03
R1 100.76 100.76 99.81 101.35
PP 99.48 99.48 99.48 99.78
S1 98.30 98.30 99.35 98.89
S2 97.02 97.02 99.13
S3 94.56 95.84 98.90
S4 92.10 93.38 98.23
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 97.08 4.30 4.3% 2.58 2.6% 58% False False 9,438
10 101.38 96.11 5.27 5.3% 2.48 2.5% 66% False False 9,875
20 101.38 92.39 8.99 9.0% 2.26 2.3% 80% False False 9,063
40 105.30 92.39 12.91 13.0% 2.28 2.3% 56% False False 8,852
60 115.22 92.39 22.83 22.9% 2.60 2.6% 31% False False 7,168
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 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.12
2.618 107.10
1.618 104.64
1.000 103.12
0.618 102.18
HIGH 100.66
0.618 99.72
0.500 99.43
0.382 99.14
LOW 98.20
0.618 96.68
1.000 95.74
1.618 94.22
2.618 91.76
4.250 87.75
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 99.53 99.34
PP 99.48 99.11
S1 99.43 98.87

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

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