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

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

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