NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 98.30 99.40 1.10 1.1% 100.63
High 99.65 99.60 -0.05 -0.1% 102.31
Low 97.86 98.48 0.62 0.6% 97.05
Close 99.54 99.18 -0.36 -0.4% 99.54
Range 1.79 1.12 -0.67 -37.4% 5.26
ATR 2.01 1.95 -0.06 -3.2% 0.00
Volume 25,655 28,278 2,623 10.2% 83,761
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 102.45 101.93 99.80
R3 101.33 100.81 99.49
R2 100.21 100.21 99.39
R1 99.69 99.69 99.28 99.39
PP 99.09 99.09 99.09 98.94
S1 98.57 98.57 99.08 98.27
S2 97.97 97.97 98.97
S3 96.85 97.45 98.87
S4 95.73 96.33 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% 2.05 2.1% 40% False False 20,714
10 102.43 97.05 5.38 5.4% 1.85 1.9% 40% False False 14,945
20 104.07 97.05 7.02 7.1% 1.97 2.0% 30% False False 13,390
40 104.07 93.45 10.62 10.7% 1.96 2.0% 54% False False 9,804
60 104.07 93.45 10.62 10.7% 1.94 2.0% 54% False False 8,966
80 104.07 84.58 19.49 19.7% 1.94 2.0% 75% False False 8,031
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.36
2.618 102.53
1.618 101.41
1.000 100.72
0.618 100.29
HIGH 99.60
0.618 99.17
0.500 99.04
0.382 98.91
LOW 98.48
0.618 97.79
1.000 97.36
1.618 96.67
2.618 95.55
4.250 93.72
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 99.13 98.90
PP 99.09 98.63
S1 99.04 98.35

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

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