NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 97.80 99.66 1.86 1.9% 98.23
High 100.15 101.67 1.52 1.5% 101.65
Low 96.49 99.30 2.81 2.9% 97.83
Close 100.12 100.81 0.69 0.7% 99.16
Range 3.66 2.37 -1.29 -35.2% 3.82
ATR 2.26 2.27 0.01 0.3% 0.00
Volume 6,738 5,907 -831 -12.3% 21,718
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 107.70 106.63 102.11
R3 105.33 104.26 101.46
R2 102.96 102.96 101.24
R1 101.89 101.89 101.03 102.43
PP 100.59 100.59 100.59 100.86
S1 99.52 99.52 100.59 100.06
S2 98.22 98.22 100.38
S3 95.85 97.15 100.16
S4 93.48 94.78 99.51
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.01 108.90 101.26
R3 107.19 105.08 100.21
R2 103.37 103.37 99.86
R1 101.26 101.26 99.51 102.32
PP 99.55 99.55 99.55 100.07
S1 97.44 97.44 98.81 98.50
S2 95.73 95.73 98.46
S3 91.91 93.62 98.11
S4 88.09 89.80 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.67 96.49 5.18 5.1% 2.57 2.6% 83% True False 6,393
10 101.67 96.04 5.63 5.6% 2.20 2.2% 85% True False 5,824
20 101.98 93.29 8.69 8.6% 2.08 2.1% 87% False False 5,338
40 105.34 93.29 12.05 12.0% 2.08 2.1% 62% False False 4,818
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.74
2.618 107.87
1.618 105.50
1.000 104.04
0.618 103.13
HIGH 101.67
0.618 100.76
0.500 100.49
0.382 100.21
LOW 99.30
0.618 97.84
1.000 96.93
1.618 95.47
2.618 93.10
4.250 89.23
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 100.70 100.23
PP 100.59 99.66
S1 100.49 99.08

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

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