NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	98.07	97.38	-0.69	-0.7%	97.97
High	98.27	99.76	1.49	1.5%	101.35
Low	96.91	96.11	-0.80	-0.8%	97.26
Close	97.71	99.71	2.00	2.0%	98.72
Range	1.36	3.65	2.29	168.4%	4.09
ATR	2.36	2.45	0.09	3.9%	0.00
Volume	11,287	9,852	-1,435	-12.7%	43,112

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.48	108.24	101.72
R3	105.83	104.59	100.71
R2	102.18	102.18	100.38
R1	100.94	100.94	100.04	101.56
PP	98.53	98.53	98.53	98.84
S1	97.29	97.29	99.38	97.91
S2	94.88	94.88	99.04
S3	91.23	93.64	98.71
S4	87.58	89.99	97.70

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	96.11	5.24	5.3%	2.37	2.4%	69%	False	True	10,312
10	101.35	93.33	8.02	8.0%	2.27	2.3%	80%	False	False	9,511
20	101.93	92.39	9.54	9.6%	2.26	2.3%	77%	False	False	9,036
40	105.30	92.39	12.91	12.9%	2.27	2.3%	57%	False	False	8,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	115.27
2.618	109.32
1.618	105.67
1.000	103.41
0.618	102.02
HIGH	99.76
0.618	98.37
0.500	97.94
0.382	97.50
LOW	96.11
0.618	93.85
1.000	92.46
1.618	90.20
2.618	86.55
4.250	80.60

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	99.12	99.38
PP	98.53	99.04
S1	97.94	98.71

Download as Excel Spreadsheet

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

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