NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	97.47	97.48	0.01	0.0%	93.71
High	98.42	98.32	-0.10	-0.1%	98.49
Low	97.02	96.85	-0.17	-0.2%	93.43
Close	98.38	98.10	-0.28	-0.3%	98.10
Range	1.40	1.47	0.07	5.0%	5.06
ATR	2.16	2.11	-0.04	-2.1%	0.00
Volume	5,464	5,315	-149	-2.7%	27,725

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.17	101.60	98.91
R3	100.70	100.13	98.50
R2	99.23	99.23	98.37
R1	98.66	98.66	98.23	98.95
PP	97.76	97.76	97.76	97.90
S1	97.19	97.19	97.97	97.48
S2	96.29	96.29	97.83
S3	94.82	95.72	97.70
S4	93.35	94.25	97.29

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.85	110.04	100.88
R3	106.79	104.98	99.49
R2	101.73	101.73	99.03
R1	99.92	99.92	98.56	100.83
PP	96.67	96.67	96.67	97.13
S1	94.86	94.86	97.64	95.77
S2	91.61	91.61	97.17
S3	86.55	89.80	96.71
S4	81.49	84.74	95.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.49	93.43	5.06	5.2%	1.48	1.5%	92%	False	False	5,545
10	98.49	93.29	5.20	5.3%	1.63	1.7%	93%	False	False	4,774
20	104.37	93.29	11.08	11.3%	2.00	2.0%	43%	False	False	5,599

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	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.57
2.618	102.17
1.618	100.70
1.000	99.79
0.618	99.23
HIGH	98.32
0.618	97.76
0.500	97.59
0.382	97.41
LOW	96.85
0.618	95.94
1.000	95.38
1.618	94.47
2.618	93.00
4.250	90.60

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	97.93	97.82
PP	97.76	97.54
S1	97.59	97.27

Download as Excel Spreadsheet

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

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