NYMEX Light Sweet Crude Oil Future February 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 94.02 93.71 -0.31 -0.3% 94.37
High 94.14 93.97 -0.17 -0.2% 97.82
Low 93.29 93.43 0.14 0.2% 93.29
Close 94.19 93.54 -0.65 -0.7% 94.19
Range 0.85 0.54 -0.31 -36.5% 4.53
ATR 2.30 2.19 -0.11 -4.8% 0.00
Volume 6,474 7,034 560 8.6% 20,022
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 95.27 94.94 93.84
R3 94.73 94.40 93.69
R2 94.19 94.19 93.64
R1 93.86 93.86 93.59 93.76
PP 93.65 93.65 93.65 93.59
S1 93.32 93.32 93.49 93.22
S2 93.11 93.11 93.44
S3 92.57 92.78 93.39
S4 92.03 92.24 93.24
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 108.69 105.97 96.68
R3 104.16 101.44 95.44
R2 99.63 99.63 95.02
R1 96.91 96.91 94.61 96.01
PP 95.10 95.10 95.10 94.65
S1 92.38 92.38 93.77 91.48
S2 90.57 90.57 93.36
S3 86.04 87.85 92.94
S4 81.51 83.32 91.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.82 93.29 4.53 4.8% 1.62 1.7% 6% False False 4,446
10 101.98 93.29 8.69 9.3% 2.01 2.1% 3% False False 4,960
20 105.34 93.29 12.05 12.9% 2.16 2.3% 2% False False 5,310
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 96.27
2.618 95.38
1.618 94.84
1.000 94.51
0.618 94.30
HIGH 93.97
0.618 93.76
0.500 93.70
0.382 93.64
LOW 93.43
0.618 93.10
1.000 92.89
1.618 92.56
2.618 92.02
4.250 91.14
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 93.70 94.99
PP 93.65 94.50
S1 93.59 94.02

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

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