NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	93.80	92.90	-0.90	-1.0%	93.82
High	93.91	93.68	-0.23	-0.2%	97.70
Low	92.92	92.39	-0.53	-0.6%	92.55
Close	93.74	93.13	-0.61	-0.7%	93.74
Range	0.99	1.29	0.30	30.3%	5.15
ATR	2.56	2.48	-0.09	-3.4%	0.00
Volume	13,747	11,112	-2,635	-19.2%	37,428

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.94	96.32	93.84
R3	95.65	95.03	93.48
R2	94.36	94.36	93.37
R1	93.74	93.74	93.25	94.05
PP	93.07	93.07	93.07	93.22
S1	92.45	92.45	93.01	92.76
S2	91.78	91.78	92.89
S3	90.49	91.16	92.78
S4	89.20	89.87	92.42

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	92.39	5.31	5.7%	1.92	2.1%	14%	False	True	7,791
10	101.93	92.39	9.54	10.2%	2.25	2.4%	8%	False	True	8,561
20	105.30	92.39	12.91	13.9%	2.28	2.5%	6%	False	True	8,835
40	115.22	92.39	22.83	24.5%	2.82	3.0%	3%	False	True	6,902

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.16
2.618	97.06
1.618	95.77
1.000	94.97
0.618	94.48
HIGH	93.68
0.618	93.19
0.500	93.04
0.382	92.88
LOW	92.39
0.618	91.59
1.000	91.10
1.618	90.30
2.618	89.01
4.250	86.91

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	93.10	94.30
PP	93.07	93.91
S1	93.04	93.52

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