NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	96.20	93.80	-2.40	-2.5%	93.82
High	96.20	93.91	-2.29	-2.4%	97.70
Low	92.55	92.92	0.37	0.4%	92.55
Close	93.45	93.74	0.29	0.3%	93.74
Range	3.65	0.99	-2.66	-72.9%	5.15
ATR	2.68	2.56	-0.12	-4.5%	0.00
Volume	4,287	13,747	9,460	220.7%	37,428

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.49	96.11	94.28
R3	95.50	95.12	94.01
R2	94.51	94.51	93.92
R1	94.13	94.13	93.83	93.83
PP	93.52	93.52	93.52	93.37
S1	93.14	93.14	93.65	92.84
S2	92.53	92.53	93.56
S3	91.54	92.15	93.47
S4	90.55	91.16	93.20

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.11	107.08	96.57
R3	104.96	101.93	95.16
R2	99.81	99.81	94.68
R1	96.78	96.78	94.21	95.72
PP	94.66	94.66	94.66	94.14
S1	91.63	91.63	93.27	90.57
S2	89.51	89.51	92.80
S3	84.36	86.48	92.32
S4	79.21	81.33	90.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.70	92.55	5.15	5.5%	2.05	2.2%	23%	False	False	7,485
10	101.93	92.55	9.38	10.0%	2.39	2.6%	13%	False	False	8,762
20	105.30	92.55	12.75	13.6%	2.27	2.4%	9%	False	False	8,893
40	115.22	92.55	22.67	24.2%	2.82	3.0%	5%	False	False	6,710

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	98.12
2.618	96.50
1.618	95.51
1.000	94.90
0.618	94.52
HIGH	93.91
0.618	93.53
0.500	93.42
0.382	93.30
LOW	92.92
0.618	92.31
1.000	91.93
1.618	91.32
2.618	90.33
4.250	88.71

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	93.63	95.13
PP	93.52	94.66
S1	93.42	94.20

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