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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols