NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 100.70 101.15 0.45 0.4% 99.38
High 102.12 101.15 -0.97 -0.9% 101.62
Low 99.63 99.11 -0.52 -0.5% 97.08
Close 101.27 99.26 -2.01 -2.0% 101.27
Range 2.49 2.04 -0.45 -18.1% 4.54
ATR 2.33 2.32 -0.01 -0.5% 0.00
Volume 9,394 9,062 -332 -3.5% 31,298
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.96 104.65 100.38
R3 103.92 102.61 99.82
R2 101.88 101.88 99.63
R1 100.57 100.57 99.45 100.21
PP 99.84 99.84 99.84 99.66
S1 98.53 98.53 99.07 98.17
S2 97.80 97.80 98.89
S3 95.76 96.49 98.70
S4 93.72 94.45 98.14
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.61 111.98 103.77
R3 109.07 107.44 102.52
R2 104.53 104.53 102.10
R1 102.90 102.90 101.69 103.72
PP 99.99 99.99 99.99 100.40
S1 98.36 98.36 100.85 99.18
S2 95.45 95.45 100.44
S3 90.91 93.82 100.02
S4 86.37 89.28 98.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.12 99.05 3.07 3.1% 1.93 1.9% 7% False False 7,655
10 102.12 97.08 5.04 5.1% 2.22 2.2% 43% False False 8,115
20 102.12 95.29 6.83 6.9% 2.26 2.3% 58% False False 9,068
40 104.94 92.39 12.55 12.6% 2.25 2.3% 55% False False 8,938
60 113.78 92.39 21.39 21.5% 2.61 2.6% 32% False False 7,685
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.82
2.618 106.49
1.618 104.45
1.000 103.19
0.618 102.41
HIGH 101.15
0.618 100.37
0.500 100.13
0.382 99.89
LOW 99.11
0.618 97.85
1.000 97.07
1.618 95.81
2.618 93.77
4.250 90.44
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 100.13 100.62
PP 99.84 100.16
S1 99.55 99.71

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

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