NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 93.71 94.17 0.46 0.5% 94.37
High 93.97 95.68 1.71 1.8% 97.82
Low 93.43 94.16 0.73 0.8% 93.29
Close 93.54 95.86 2.32 2.5% 94.19
Range 0.54 1.52 0.98 181.5% 4.53
ATR 2.19 2.18 0.00 -0.2% 0.00
Volume 7,034 3,719 -3,315 -47.1% 20,022
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 99.79 99.35 96.70
R3 98.27 97.83 96.28
R2 96.75 96.75 96.14
R1 96.31 96.31 96.00 96.53
PP 95.23 95.23 95.23 95.35
S1 94.79 94.79 95.72 95.01
S2 93.71 93.71 95.58
S3 92.19 93.27 95.44
S4 90.67 91.75 95.02
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 4.7% 1.65 1.7% 57% False False 4,786
10 101.98 93.29 8.69 9.1% 1.97 2.1% 30% False False 4,852
20 105.31 93.29 12.02 12.5% 2.09 2.2% 21% False False 5,352
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.14
2.618 99.66
1.618 98.14
1.000 97.20
0.618 96.62
HIGH 95.68
0.618 95.10
0.500 94.92
0.382 94.74
LOW 94.16
0.618 93.22
1.000 92.64
1.618 91.70
2.618 90.18
4.250 87.70
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 95.55 95.40
PP 95.23 94.94
S1 94.92 94.49

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

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