NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 101.15 98.20 -2.95 -2.9% 99.38
High 101.15 99.71 -1.44 -1.4% 101.62
Low 99.11 98.20 -0.91 -0.9% 97.08
Close 99.26 99.25 -0.01 0.0% 101.27
Range 2.04 1.51 -0.53 -26.0% 4.54
ATR 2.32 2.26 -0.06 -2.5% 0.00
Volume 9,062 6,408 -2,654 -29.3% 31,298
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.58 102.93 100.08
R3 102.07 101.42 99.67
R2 100.56 100.56 99.53
R1 99.91 99.91 99.39 100.24
PP 99.05 99.05 99.05 99.22
S1 98.40 98.40 99.11 98.73
S2 97.54 97.54 98.97
S3 96.03 96.89 98.83
S4 94.52 95.38 98.42
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.61 111.98 103.77
R3 109.07 107.44 102.52
R2 104.53 104.53 102.10
R1 102.90 102.90 101.69 103.72
PP 99.99 99.99 99.99 100.40
S1 98.36 98.36 100.85 99.18
S2 95.45 95.45 100.44
S3 90.91 93.82 100.02
S4 86.37 89.28 98.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.12 98.20 3.92 3.9% 1.72 1.7% 27% False True 8,088
10 102.12 97.08 5.04 5.1% 1.98 2.0% 43% False False 7,785
20 102.12 96.11 6.01 6.1% 2.19 2.2% 52% False False 8,928
40 104.25 92.39 11.86 11.9% 2.22 2.2% 58% False False 8,986
60 111.84 92.39 19.45 19.6% 2.60 2.6% 35% False False 7,755
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.13
2.618 103.66
1.618 102.15
1.000 101.22
0.618 100.64
HIGH 99.71
0.618 99.13
0.500 98.96
0.382 98.78
LOW 98.20
0.618 97.27
1.000 96.69
1.618 95.76
2.618 94.25
4.250 91.78
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 99.15 100.16
PP 99.05 99.86
S1 98.96 99.55

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

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