NYMEX Light Sweet Crude Oil Future January 2012


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Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 96.96 93.82 -3.14 -3.2% 100.78
High 96.96 95.57 -1.39 -1.4% 101.93
Low 94.88 93.64 -1.24 -1.3% 94.88
Close 95.31 95.52 0.21 0.2% 95.31
Range 2.08 1.93 -0.15 -7.2% 7.05
ATR 2.67 2.61 -0.05 -2.0% 0.00
Volume 5,645 9,581 3,936 69.7% 50,199
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 100.70 100.04 96.58
R3 98.77 98.11 96.05
R2 96.84 96.84 95.87
R1 96.18 96.18 95.70 96.51
PP 94.91 94.91 94.91 95.08
S1 94.25 94.25 95.34 94.58
S2 92.98 92.98 95.17
S3 91.05 92.32 94.99
S4 89.12 90.39 94.46
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 118.52 113.97 99.19
R3 111.47 106.92 97.25
R2 104.42 104.42 96.60
R1 99.87 99.87 95.96 98.62
PP 97.37 97.37 97.37 96.75
S1 92.82 92.82 94.66 91.57
S2 90.32 90.32 94.02
S3 83.27 85.77 93.37
S4 76.22 78.72 91.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.93 93.64 8.29 8.7% 2.58 2.7% 23% False True 9,331
10 104.25 93.64 10.61 11.1% 2.48 2.6% 18% False True 10,247
20 105.30 93.64 11.66 12.2% 2.30 2.4% 16% False True 8,641
40 115.22 93.64 21.58 22.6% 2.77 2.9% 9% False True 6,220
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 True
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.77
2.618 100.62
1.618 98.69
1.000 97.50
0.618 96.76
HIGH 95.57
0.618 94.83
0.500 94.61
0.382 94.38
LOW 93.64
0.618 92.45
1.000 91.71
1.618 90.52
2.618 88.59
4.250 85.44
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 95.22 95.75
PP 94.91 95.67
S1 94.61 95.60

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

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