NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 97.47 97.48 0.01 0.0% 93.71
High 98.42 98.32 -0.10 -0.1% 98.49
Low 97.02 96.85 -0.17 -0.2% 93.43
Close 98.38 98.10 -0.28 -0.3% 98.10
Range 1.40 1.47 0.07 5.0% 5.06
ATR 2.16 2.11 -0.04 -2.1% 0.00
Volume 5,464 5,315 -149 -2.7% 27,725
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 102.17 101.60 98.91
R3 100.70 100.13 98.50
R2 99.23 99.23 98.37
R1 98.66 98.66 98.23 98.95
PP 97.76 97.76 97.76 97.90
S1 97.19 97.19 97.97 97.48
S2 96.29 96.29 97.83
S3 94.82 95.72 97.70
S4 93.35 94.25 97.29
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.85 110.04 100.88
R3 106.79 104.98 99.49
R2 101.73 101.73 99.03
R1 99.92 99.92 98.56 100.83
PP 96.67 96.67 96.67 97.13
S1 94.86 94.86 97.64 95.77
S2 91.61 91.61 97.17
S3 86.55 89.80 96.71
S4 81.49 84.74 95.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.49 93.43 5.06 5.2% 1.48 1.5% 92% False False 5,545
10 98.49 93.29 5.20 5.3% 1.63 1.7% 93% False False 4,774
20 104.37 93.29 11.08 11.3% 2.00 2.0% 43% False False 5,599
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.57
2.618 102.17
1.618 100.70
1.000 99.79
0.618 99.23
HIGH 98.32
0.618 97.76
0.500 97.59
0.382 97.41
LOW 96.85
0.618 95.94
1.000 95.38
1.618 94.47
2.618 93.00
4.250 90.60
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 97.93 97.82
PP 97.76 97.54
S1 97.59 97.27

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

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