NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 95.82 95.68 -0.14 -0.1% 100.78
High 96.58 97.70 1.12 1.2% 101.93
Low 95.04 95.56 0.52 0.5% 94.88
Close 95.96 97.49 1.53 1.6% 95.31
Range 1.54 2.14 0.60 39.0% 7.05
ATR 2.54 2.51 -0.03 -1.1% 0.00
Volume 4,381 5,432 1,051 24.0% 50,199
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 103.34 102.55 98.67
R3 101.20 100.41 98.08
R2 99.06 99.06 97.88
R1 98.27 98.27 97.69 98.67
PP 96.92 96.92 96.92 97.11
S1 96.13 96.13 97.29 96.53
S2 94.78 94.78 97.10
S3 92.64 93.99 96.90
S4 90.50 91.85 96.31
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 97.86 93.64 4.22 4.3% 1.79 1.8% 91% False False 7,143
10 104.25 93.64 10.61 10.9% 2.34 2.4% 36% False False 9,853
20 105.30 93.64 11.66 12.0% 2.28 2.3% 33% False False 8,609
40 115.22 93.64 21.58 22.1% 2.78 2.9% 18% False False 6,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.80
2.618 103.30
1.618 101.16
1.000 99.84
0.618 99.02
HIGH 97.70
0.618 96.88
0.500 96.63
0.382 96.38
LOW 95.56
0.618 94.24
1.000 93.42
1.618 92.10
2.618 89.96
4.250 86.47
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 97.20 96.88
PP 96.92 96.28
S1 96.63 95.67

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

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