NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 100.68 98.07 -2.61 -2.6% 97.97
High 101.31 98.27 -3.04 -3.0% 101.35
Low 98.19 96.91 -1.28 -1.3% 97.26
Close 98.72 97.71 -1.01 -1.0% 98.72
Range 3.12 1.36 -1.76 -56.4% 4.09
ATR 2.40 2.36 -0.04 -1.8% 0.00
Volume 13,543 11,287 -2,256 -16.7% 43,112
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 101.71 101.07 98.46
R3 100.35 99.71 98.08
R2 98.99 98.99 97.96
R1 98.35 98.35 97.83 97.99
PP 97.63 97.63 97.63 97.45
S1 96.99 96.99 97.59 96.63
S2 96.27 96.27 97.46
S3 94.91 95.63 97.34
S4 93.55 94.27 96.96
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.38 109.14 100.97
R3 107.29 105.05 99.84
R2 103.20 103.20 99.47
R1 100.96 100.96 99.09 102.08
PP 99.11 99.11 99.11 99.67
S1 96.87 96.87 98.35 97.99
S2 95.02 95.02 97.97
S3 90.93 92.78 97.60
S4 86.84 88.69 96.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.35 96.91 4.44 4.5% 2.15 2.2% 18% False True 10,879
10 101.35 92.39 8.96 9.2% 2.03 2.1% 59% False False 9,637
20 101.93 92.39 9.54 9.8% 2.21 2.3% 56% False False 9,200
40 105.30 92.39 12.91 13.2% 2.25 2.3% 41% False False 8,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.05
2.618 101.83
1.618 100.47
1.000 99.63
0.618 99.11
HIGH 98.27
0.618 97.75
0.500 97.59
0.382 97.43
LOW 96.91
0.618 96.07
1.000 95.55
1.618 94.71
2.618 93.35
4.250 91.13
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 97.67 99.13
PP 97.63 98.66
S1 97.59 98.18

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

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