NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 101.05 98.80 -2.25 -2.2% 98.23
High 101.65 98.80 -2.85 -2.8% 101.65
Low 98.55 97.22 -1.33 -1.3% 97.83
Close 99.16 98.20 -0.96 -1.0% 99.16
Range 3.10 1.58 -1.52 -49.0% 3.82
ATR 2.17 2.16 -0.02 -0.8% 0.00
Volume 8,762 6,905 -1,857 -21.2% 21,718
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 102.81 102.09 99.07
R3 101.23 100.51 98.63
R2 99.65 99.65 98.49
R1 98.93 98.93 98.34 98.50
PP 98.07 98.07 98.07 97.86
S1 97.35 97.35 98.06 96.92
S2 96.49 96.49 97.91
S3 94.91 95.77 97.77
S4 93.33 94.19 97.33
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 97.22 4.43 4.5% 2.12 2.2% 22% False True 5,724
10 101.65 93.43 8.22 8.4% 1.80 1.8% 58% False False 5,634
20 101.98 93.29 8.69 8.8% 2.02 2.1% 57% False False 5,359
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.52
2.618 102.94
1.618 101.36
1.000 100.38
0.618 99.78
HIGH 98.80
0.618 98.20
0.500 98.01
0.382 97.82
LOW 97.22
0.618 96.24
1.000 95.64
1.618 94.66
2.618 93.08
4.250 90.51
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 98.14 99.44
PP 98.07 99.02
S1 98.01 98.61

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

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