NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 100.95 101.15 0.20 0.2% 100.15
High 102.35 102.03 -0.32 -0.3% 102.35
Low 100.16 100.68 0.52 0.5% 97.89
Close 101.34 101.90 0.56 0.6% 101.90
Range 2.19 1.35 -0.84 -38.4% 4.46
ATR 2.17 2.11 -0.06 -2.7% 0.00
Volume 3,542 7,757 4,215 119.0% 26,032
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.59 105.09 102.64
R3 104.24 103.74 102.27
R2 102.89 102.89 102.15
R1 102.39 102.39 102.02 102.64
PP 101.54 101.54 101.54 101.66
S1 101.04 101.04 101.78 101.29
S2 100.19 100.19 101.65
S3 98.84 99.69 101.53
S4 97.49 98.34 101.16
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.09 112.46 104.35
R3 109.63 108.00 103.13
R2 105.17 105.17 102.72
R1 103.54 103.54 102.31 104.36
PP 100.71 100.71 100.71 101.12
S1 99.08 99.08 101.49 99.90
S2 96.25 96.25 101.08
S3 91.79 94.62 100.67
S4 87.33 90.16 99.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.35 97.89 4.46 4.4% 1.90 1.9% 90% False False 5,206
10 102.35 97.38 4.97 4.9% 1.99 2.0% 91% False False 5,921
20 102.35 93.52 8.83 8.7% 1.66 1.6% 95% False False 5,835
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.44
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.77
2.618 105.56
1.618 104.21
1.000 103.38
0.618 102.86
HIGH 102.03
0.618 101.51
0.500 101.36
0.382 101.20
LOW 100.68
0.618 99.85
1.000 99.33
1.618 98.50
2.618 97.15
4.250 94.94
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 101.72 101.61
PP 101.54 101.33
S1 101.36 101.04

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

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