NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 100.26 100.15 -0.11 -0.1% 98.61
High 101.95 100.17 -1.78 -1.7% 101.95
Low 99.87 99.02 -0.85 -0.9% 98.57
Close 101.67 99.57 -2.10 -2.1% 99.57
Range 2.08 1.15 -0.93 -44.7% 3.38
ATR 1.98 2.03 0.05 2.4% 0.00
Volume 5,076 8,891 3,815 75.2% 23,137
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.04 102.45 100.20
R3 101.89 101.30 99.89
R2 100.74 100.74 99.78
R1 100.15 100.15 99.68 99.87
PP 99.59 99.59 99.59 99.45
S1 99.00 99.00 99.46 98.72
S2 98.44 98.44 99.36
S3 97.29 97.85 99.25
S4 96.14 96.70 98.94
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 110.17 108.25 101.43
R3 106.79 104.87 100.50
R2 103.41 103.41 100.19
R1 101.49 101.49 99.88 102.45
PP 100.03 100.03 100.03 100.51
S1 98.11 98.11 99.26 99.07
S2 96.65 96.65 98.95
S3 93.27 94.73 98.64
S4 89.89 91.35 97.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.95 97.45 4.50 4.5% 1.25 1.3% 47% False False 5,831
10 101.95 93.52 8.43 8.5% 1.34 1.3% 72% False False 5,749
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.06
2.618 103.18
1.618 102.03
1.000 101.32
0.618 100.88
HIGH 100.17
0.618 99.73
0.500 99.60
0.382 99.46
LOW 99.02
0.618 98.31
1.000 97.87
1.618 97.16
2.618 96.01
4.250 94.13
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 99.60 100.49
PP 99.59 100.18
S1 99.58 99.88

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

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