NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 100.18 101.29 1.11 1.1% 100.56
High 101.47 102.43 0.96 0.9% 103.00
Low 99.01 100.50 1.49 1.5% 99.30
Close 100.58 100.94 0.36 0.4% 99.55
Range 2.46 1.93 -0.53 -21.5% 3.70
ATR 2.07 2.06 -0.01 -0.5% 0.00
Volume 10,658 11,431 773 7.3% 45,792
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.08 105.94 102.00
R3 105.15 104.01 101.47
R2 103.22 103.22 101.29
R1 102.08 102.08 101.12 101.69
PP 101.29 101.29 101.29 101.09
S1 100.15 100.15 100.76 99.76
S2 99.36 99.36 100.59
S3 97.43 98.22 100.41
S4 95.50 96.29 99.88
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.72 109.33 101.59
R3 108.02 105.63 100.57
R2 104.32 104.32 100.23
R1 101.93 101.93 99.89 101.28
PP 100.62 100.62 100.62 100.29
S1 98.23 98.23 99.21 97.58
S2 96.92 96.92 98.87
S3 93.22 94.53 98.53
S4 89.52 90.83 97.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.43 98.79 3.64 3.6% 2.20 2.2% 59% True False 11,966
10 103.86 98.79 5.07 5.0% 2.23 2.2% 42% False False 11,331
20 104.07 98.79 5.28 5.2% 1.95 1.9% 41% False False 10,172
40 104.07 93.45 10.62 10.5% 1.87 1.8% 71% False False 7,989
60 104.07 89.40 14.67 14.5% 1.87 1.9% 79% False False 7,511
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.63
2.618 107.48
1.618 105.55
1.000 104.36
0.618 103.62
HIGH 102.43
0.618 101.69
0.500 101.47
0.382 101.24
LOW 100.50
0.618 99.31
1.000 98.57
1.618 97.38
2.618 95.45
4.250 92.30
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 101.47 100.87
PP 101.29 100.79
S1 101.12 100.72

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

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