NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 98.61 99.92 1.31 1.3% 94.65
High 100.15 99.94 -0.21 -0.2% 98.83
Low 98.57 99.44 0.87 0.9% 93.52
Close 100.09 99.61 -0.48 -0.5% 98.53
Range 1.58 0.50 -1.08 -68.4% 5.31
ATR 2.05 1.95 -0.10 -4.9% 0.00
Volume 3,407 5,763 2,356 69.2% 27,729
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 101.16 100.89 99.89
R3 100.66 100.39 99.75
R2 100.16 100.16 99.70
R1 99.89 99.89 99.66 99.78
PP 99.66 99.66 99.66 99.61
S1 99.39 99.39 99.56 99.28
S2 99.16 99.16 99.52
S3 98.66 98.89 99.47
S4 98.16 98.39 99.34
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.89 111.02 101.45
R3 107.58 105.71 99.99
R2 102.27 102.27 99.50
R1 100.40 100.40 99.02 101.34
PP 96.96 96.96 96.96 97.43
S1 95.09 95.09 98.04 96.03
S2 91.65 91.65 97.56
S3 86.34 89.78 97.07
S4 81.03 84.47 95.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.15 96.27 3.88 3.9% 1.29 1.3% 86% False False 5,149
10 100.15 93.46 6.69 6.7% 1.61 1.6% 92% False False 5,006
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 102.07
2.618 101.25
1.618 100.75
1.000 100.44
0.618 100.25
HIGH 99.94
0.618 99.75
0.500 99.69
0.382 99.63
LOW 99.44
0.618 99.13
1.000 98.94
1.618 98.63
2.618 98.13
4.250 97.32
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 99.69 99.34
PP 99.66 99.07
S1 99.64 98.80

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

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