NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 100.15 99.80 -0.35 -0.3% 98.51
High 100.15 101.35 1.20 1.2% 101.99
Low 97.89 99.80 1.91 2.0% 97.38
Close 98.99 100.40 1.41 1.4% 100.34
Range 2.26 1.55 -0.71 -31.4% 4.61
ATR 2.16 2.17 0.01 0.7% 0.00
Volume 5,616 3,908 -1,708 -30.4% 33,183
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.17 104.33 101.25
R3 103.62 102.78 100.83
R2 102.07 102.07 100.68
R1 101.23 101.23 100.54 101.65
PP 100.52 100.52 100.52 100.73
S1 99.68 99.68 100.26 100.10
S2 98.97 98.97 100.12
S3 97.42 98.13 99.97
S4 95.87 96.58 99.55
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.73 111.65 102.88
R3 109.12 107.04 101.61
R2 104.51 104.51 101.19
R1 102.43 102.43 100.76 103.47
PP 99.90 99.90 99.90 100.43
S1 97.82 97.82 99.92 98.86
S2 95.29 95.29 99.49
S3 90.68 93.21 99.07
S4 86.07 88.60 97.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.99 97.89 4.10 4.1% 1.95 1.9% 61% False False 6,074
10 101.99 97.38 4.61 4.6% 1.79 1.8% 66% False False 6,243
20 101.99 93.46 8.53 8.5% 1.77 1.8% 81% False False 5,529
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.94
2.618 105.41
1.618 103.86
1.000 102.90
0.618 102.31
HIGH 101.35
0.618 100.76
0.500 100.58
0.382 100.39
LOW 99.80
0.618 98.84
1.000 98.25
1.618 97.29
2.618 95.74
4.250 93.21
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 100.58 100.14
PP 100.52 99.88
S1 100.46 99.62

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

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