NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 101.27 100.20 -1.07 -1.1% 98.84
High 102.31 100.89 -1.42 -1.4% 102.43
Low 99.35 98.73 -0.62 -0.6% 98.79
Close 99.90 99.08 -0.82 -0.8% 100.80
Range 2.96 2.16 -0.80 -27.0% 3.64
ATR 2.01 2.02 0.01 0.5% 0.00
Volume 10,738 17,845 7,107 66.2% 55,260
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 106.05 104.72 100.27
R3 103.89 102.56 99.67
R2 101.73 101.73 99.48
R1 100.40 100.40 99.28 99.99
PP 99.57 99.57 99.57 99.36
S1 98.24 98.24 98.88 97.83
S2 97.41 97.41 98.68
S3 95.25 96.08 98.49
S4 93.09 93.92 97.89
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.59 109.84 102.80
R3 107.95 106.20 101.80
R2 104.31 104.31 101.47
R1 102.56 102.56 101.13 103.44
PP 100.67 100.67 100.67 101.11
S1 98.92 98.92 100.47 99.80
S2 97.03 97.03 100.13
S3 93.39 95.28 99.80
S4 89.75 91.64 98.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.43 98.73 3.70 3.7% 1.86 1.9% 9% False True 11,460
10 103.00 98.73 4.27 4.3% 2.02 2.0% 8% False True 11,435
20 104.07 98.73 5.34 5.4% 1.96 2.0% 7% False True 11,611
40 104.07 93.45 10.62 10.7% 1.90 1.9% 53% False False 8,311
60 104.07 92.71 11.36 11.5% 1.93 1.9% 56% False False 7,943
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.07
2.618 106.54
1.618 104.38
1.000 103.05
0.618 102.22
HIGH 100.89
0.618 100.06
0.500 99.81
0.382 99.56
LOW 98.73
0.618 97.40
1.000 96.57
1.618 95.24
2.618 93.08
4.250 89.55
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 99.81 100.52
PP 99.57 100.04
S1 99.32 99.56

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

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