NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 98.20 98.92 0.72 0.7% 100.43
High 99.71 98.92 -0.79 -0.8% 102.12
Low 98.20 96.86 -1.34 -1.4% 96.86
Close 99.25 97.52 -1.73 -1.7% 97.52
Range 1.51 2.06 0.55 36.4% 5.26
ATR 2.26 2.27 0.01 0.4% 0.00
Volume 6,408 6,757 349 5.4% 39,865
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.95 102.79 98.65
R3 101.89 100.73 98.09
R2 99.83 99.83 97.90
R1 98.67 98.67 97.71 98.22
PP 97.77 97.77 97.77 97.54
S1 96.61 96.61 97.33 96.16
S2 95.71 95.71 97.14
S3 93.65 94.55 96.95
S4 91.59 92.49 96.39
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.61 111.33 100.41
R3 109.35 106.07 98.97
R2 104.09 104.09 98.48
R1 100.81 100.81 98.00 99.82
PP 98.83 98.83 98.83 98.34
S1 95.55 95.55 97.04 94.56
S2 93.57 93.57 96.56
S3 88.31 90.29 96.07
S4 83.05 85.03 94.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.12 96.86 5.26 5.4% 1.84 1.9% 13% False True 7,973
10 102.12 96.86 5.26 5.4% 2.01 2.1% 13% False True 7,116
20 102.12 96.11 6.01 6.2% 2.21 2.3% 23% False False 8,864
40 104.25 92.39 11.86 12.2% 2.22 2.3% 43% False False 8,944
60 108.59 92.39 16.20 16.6% 2.60 2.7% 32% False False 7,821
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.68
2.618 104.31
1.618 102.25
1.000 100.98
0.618 100.19
HIGH 98.92
0.618 98.13
0.500 97.89
0.382 97.65
LOW 96.86
0.618 95.59
1.000 94.80
1.618 93.53
2.618 91.47
4.250 88.11
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 97.89 99.01
PP 97.77 98.51
S1 97.64 98.02

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

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