NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 99.73 101.05 1.32 1.3% 98.23
High 101.65 101.65 0.00 0.0% 101.65
Low 99.50 98.55 -0.95 -1.0% 97.83
Close 101.32 99.16 -2.16 -2.1% 99.16
Range 2.15 3.10 0.95 44.2% 3.82
ATR 2.10 2.17 0.07 3.4% 0.00
Volume 3,655 8,762 5,107 139.7% 21,718
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 109.09 107.22 100.87
R3 105.99 104.12 100.01
R2 102.89 102.89 99.73
R1 101.02 101.02 99.44 100.41
PP 99.79 99.79 99.79 99.48
S1 97.92 97.92 98.88 97.31
S2 96.69 96.69 98.59
S3 93.59 94.82 98.31
S4 90.49 91.72 97.46
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.01 108.90 101.26
R3 107.19 105.08 100.21
R2 103.37 103.37 99.86
R1 101.26 101.26 99.51 102.32
PP 99.55 99.55 99.55 100.07
S1 97.44 97.44 98.81 98.50
S2 95.73 95.73 98.46
S3 91.91 93.62 98.11
S4 88.09 89.80 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.65 96.85 4.80 4.8% 2.10 2.1% 48% True False 5,406
10 101.65 93.29 8.36 8.4% 1.73 1.7% 70% True False 5,591
20 103.78 93.29 10.49 10.6% 2.05 2.1% 56% False False 5,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114.83
2.618 109.77
1.618 106.67
1.000 104.75
0.618 103.57
HIGH 101.65
0.618 100.47
0.500 100.10
0.382 99.73
LOW 98.55
0.618 96.63
1.000 95.45
1.618 93.53
2.618 90.43
4.250 85.38
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 100.10 100.10
PP 99.79 99.79
S1 99.47 99.47

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

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