NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 99.90 99.69 -0.21 -0.2% 100.74
High 100.48 99.69 -0.79 -0.8% 102.81
Low 99.43 97.95 -1.48 -1.5% 97.95
Close 100.05 98.34 -1.71 -1.7% 98.34
Range 1.05 1.74 0.69 65.7% 4.86
ATR 2.00 2.01 0.01 0.4% 0.00
Volume 5,129 6,012 883 17.2% 33,761
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.88 102.85 99.30
R3 102.14 101.11 98.82
R2 100.40 100.40 98.66
R1 99.37 99.37 98.50 99.02
PP 98.66 98.66 98.66 98.48
S1 97.63 97.63 98.18 97.28
S2 96.92 96.92 98.02
S3 95.18 95.89 97.86
S4 93.44 94.15 97.38
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.28 111.17 101.01
R3 109.42 106.31 99.68
R2 104.56 104.56 99.23
R1 101.45 101.45 98.79 100.58
PP 99.70 99.70 99.70 99.26
S1 96.59 96.59 97.89 95.72
S2 94.84 94.84 97.45
S3 89.98 91.73 97.00
S4 85.12 86.87 95.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.81 97.95 4.86 4.9% 1.66 1.7% 8% False True 6,752
10 102.81 97.89 4.92 5.0% 1.78 1.8% 9% False False 5,979
20 102.81 97.38 5.43 5.5% 1.72 1.8% 18% False False 6,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.09
2.618 104.25
1.618 102.51
1.000 101.43
0.618 100.77
HIGH 99.69
0.618 99.03
0.500 98.82
0.382 98.61
LOW 97.95
0.618 96.87
1.000 96.21
1.618 95.13
2.618 93.39
4.250 90.56
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 98.82 99.92
PP 98.66 99.39
S1 98.50 98.87

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

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