NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 98.85 98.30 -0.55 -0.6% 100.63
High 99.25 99.65 0.40 0.4% 102.31
Low 97.05 97.86 0.81 0.8% 97.05
Close 97.91 99.54 1.63 1.7% 99.54
Range 2.20 1.79 -0.41 -18.6% 5.26
ATR 2.03 2.01 -0.02 -0.8% 0.00
Volume 21,056 25,655 4,599 21.8% 83,761
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 104.39 103.75 100.52
R3 102.60 101.96 100.03
R2 100.81 100.81 99.87
R1 100.17 100.17 99.70 100.49
PP 99.02 99.02 99.02 99.18
S1 98.38 98.38 99.38 98.70
S2 97.23 97.23 99.21
S3 95.44 96.59 99.05
S4 93.65 94.80 98.56
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.41 112.74 102.43
R3 110.15 107.48 100.99
R2 104.89 104.89 100.50
R1 102.22 102.22 100.02 100.93
PP 99.63 99.63 99.63 98.99
S1 96.96 96.96 99.06 95.67
S2 94.37 94.37 98.58
S3 89.11 91.70 98.09
S4 83.85 86.44 96.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.31 97.05 5.26 5.3% 2.03 2.0% 47% False False 16,752
10 102.43 97.05 5.38 5.4% 1.98 2.0% 46% False False 13,902
20 104.07 97.05 7.02 7.1% 1.98 2.0% 35% False False 12,519
40 104.07 93.45 10.62 10.7% 1.95 2.0% 57% False False 9,191
60 104.07 93.45 10.62 10.7% 1.94 1.9% 57% False False 8,574
Crabel Price Patterns
NR True
NR4 True
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 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.26
2.618 104.34
1.618 102.55
1.000 101.44
0.618 100.76
HIGH 99.65
0.618 98.97
0.500 98.76
0.382 98.54
LOW 97.86
0.618 96.75
1.000 96.07
1.618 94.96
2.618 93.17
4.250 90.25
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 99.28 99.35
PP 99.02 99.16
S1 98.76 98.97

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

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