NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 98.62 97.15 -1.47 -1.5% 100.43
High 100.07 97.29 -2.78 -2.8% 102.12
Low 95.50 94.80 -0.70 -0.7% 96.86
Close 96.71 95.51 -1.20 -1.2% 97.52
Range 4.57 2.49 -2.08 -45.5% 5.26
ATR 2.44 2.44 0.00 0.2% 0.00
Volume 5,207 13,109 7,902 151.8% 39,865
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 103.34 101.91 96.88
R3 100.85 99.42 96.19
R2 98.36 98.36 95.97
R1 96.93 96.93 95.74 96.40
PP 95.87 95.87 95.87 95.60
S1 94.44 94.44 95.28 93.91
S2 93.38 93.38 95.05
S3 90.89 91.95 94.83
S4 88.40 89.46 94.14
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.61 111.33 100.41
R3 109.35 106.07 98.97
R2 104.09 104.09 98.48
R1 100.81 100.81 98.00 99.82
PP 98.83 98.83 98.83 98.34
S1 95.55 95.55 97.04 94.56
S2 93.57 93.57 96.56
S3 88.31 90.29 96.07
S4 83.05 85.03 94.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.15 94.80 6.35 6.6% 2.53 2.7% 11% False True 8,108
10 102.12 94.80 7.32 7.7% 2.24 2.3% 10% False True 7,589
20 102.12 94.80 7.32 7.7% 2.36 2.5% 10% False True 8,732
40 104.25 92.39 11.86 12.4% 2.31 2.4% 26% False False 8,990
60 105.47 92.39 13.08 13.7% 2.45 2.6% 24% False False 7,987
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 False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.87
2.618 103.81
1.618 101.32
1.000 99.78
0.618 98.83
HIGH 97.29
0.618 96.34
0.500 96.05
0.382 95.75
LOW 94.80
0.618 93.26
1.000 92.31
1.618 90.77
2.618 88.28
4.250 84.22
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 96.05 97.44
PP 95.87 96.79
S1 95.69 96.15

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

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