NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 99.60 96.92 -2.68 -2.7% 100.74
High 100.59 97.91 -2.68 -2.7% 102.81
Low 96.47 95.86 -0.61 -0.6% 97.95
Close 97.58 96.41 -1.17 -1.2% 98.34
Range 4.12 2.05 -2.07 -50.2% 4.86
ATR 2.16 2.15 -0.01 -0.4% 0.00
Volume 3,523 5,512 1,989 56.5% 33,761
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 102.88 101.69 97.54
R3 100.83 99.64 96.97
R2 98.78 98.78 96.79
R1 97.59 97.59 96.60 97.16
PP 96.73 96.73 96.73 96.51
S1 95.54 95.54 96.22 95.11
S2 94.68 94.68 96.03
S3 92.63 93.49 95.85
S4 90.58 91.44 95.28
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
5 101.88 95.86 6.02 6.2% 2.18 2.3% 9% False True 5,458
10 102.81 95.86 6.95 7.2% 2.02 2.1% 8% False True 5,930
20 102.81 95.86 6.95 7.2% 1.91 2.0% 8% False True 6,087
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.62
2.618 103.28
1.618 101.23
1.000 99.96
0.618 99.18
HIGH 97.91
0.618 97.13
0.500 96.89
0.382 96.64
LOW 95.86
0.618 94.59
1.000 93.81
1.618 92.54
2.618 90.49
4.250 87.15
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 96.89 98.23
PP 96.73 97.62
S1 96.57 97.02

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

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