NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 99.58 98.50 -1.08 -1.1% 98.95
High 100.61 99.14 -1.47 -1.5% 102.28
Low 98.40 96.67 -1.73 -1.8% 98.56
Close 98.79 97.57 -1.22 -1.2% 100.60
Range 2.21 2.47 0.26 11.8% 3.72
ATR 2.23 2.25 0.02 0.8% 0.00
Volume 58,384 52,429 -5,955 -10.2% 239,863
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.20 103.86 98.93
R3 102.73 101.39 98.25
R2 100.26 100.26 98.02
R1 98.92 98.92 97.80 98.36
PP 97.79 97.79 97.79 97.51
S1 96.45 96.45 97.34 95.89
S2 95.32 95.32 97.12
S3 92.85 93.98 96.89
S4 90.38 91.51 96.21
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.64 109.84 102.65
R3 107.92 106.12 101.62
R2 104.20 104.20 101.28
R1 102.40 102.40 100.94 103.30
PP 100.48 100.48 100.48 100.93
S1 98.68 98.68 100.26 99.58
S2 96.76 96.76 99.92
S3 93.04 94.96 99.58
S4 89.32 91.24 98.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.21 96.67 5.54 5.7% 2.14 2.2% 16% False True 47,184
10 102.28 96.67 5.61 5.7% 2.22 2.3% 16% False True 47,784
20 104.32 96.67 7.65 7.8% 2.22 2.3% 12% False True 46,776
40 104.32 93.40 10.92 11.2% 2.24 2.3% 38% False False 36,651
60 104.32 93.19 11.13 11.4% 2.29 2.3% 39% False False 35,818
80 104.32 84.11 20.21 20.7% 2.36 2.4% 67% False False 34,164
100 104.32 76.65 27.67 28.4% 2.49 2.5% 76% False False 31,345
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 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.64
2.618 105.61
1.618 103.14
1.000 101.61
0.618 100.67
HIGH 99.14
0.618 98.20
0.500 97.91
0.382 97.61
LOW 96.67
0.618 95.14
1.000 94.20
1.618 92.67
2.618 90.20
4.250 86.17
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 97.91 99.44
PP 97.79 98.82
S1 97.68 98.19

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

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