NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 101.66 100.15 -1.51 -1.5% 100.14
High 101.66 100.75 -0.91 -0.9% 102.61
Low 100.20 99.87 -0.33 -0.3% 98.83
Close 100.39 100.43 0.04 0.0% 102.19
Range 1.46 0.88 -0.58 -39.7% 3.78
ATR
Volume 5,198 4,234 -964 -18.5% 17,244
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 102.99 102.59 100.91
R3 102.11 101.71 100.67
R2 101.23 101.23 100.59
R1 100.83 100.83 100.51 101.03
PP 100.35 100.35 100.35 100.45
S1 99.95 99.95 100.35 100.15
S2 99.47 99.47 100.27
S3 98.59 99.07 100.19
S4 97.71 98.19 99.95
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.55 111.15 104.27
R3 108.77 107.37 103.23
R2 104.99 104.99 102.88
R1 103.59 103.59 102.54 104.29
PP 101.21 101.21 101.21 101.56
S1 99.81 99.81 101.84 100.51
S2 97.43 97.43 101.50
S3 93.65 96.03 101.15
S4 89.87 92.25 100.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.67 99.87 2.80 2.8% 1.28 1.3% 20% False True 4,897
10 102.67 98.83 3.84 3.8% 1.44 1.4% 42% False False 4,292
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 True
Bull Hook False
Stretch 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.49
2.618 103.05
1.618 102.17
1.000 101.63
0.618 101.29
HIGH 100.75
0.618 100.41
0.500 100.31
0.382 100.21
LOW 99.87
0.618 99.33
1.000 98.99
1.618 98.45
2.618 97.57
4.250 96.13
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 100.39 101.27
PP 100.35 100.99
S1 100.31 100.71

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

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