NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	100.90	98.86	-2.04	-2.0%	98.80
High	101.60	100.40	-1.20	-1.2%	101.67
Low	97.68	98.23	0.55	0.6%	96.49
Close	98.72	99.94	1.22	1.2%	99.94
Range	3.92	2.17	-1.75	-44.6%	5.18
ATR	2.39	2.37	-0.02	-0.7%	0.00
Volume	5,917	7,903	1,986	33.6%	33,370

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.03	105.16	101.13
R3	103.86	102.99	100.54
R2	101.69	101.69	100.34
R1	100.82	100.82	100.14	101.26
PP	99.52	99.52	99.52	99.74
S1	98.65	98.65	99.74	99.09
S2	97.35	97.35	99.54
S3	95.18	96.48	99.34
S4	93.01	94.31	98.75

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.91	112.60	102.79
R3	109.73	107.42	101.36
R2	104.55	104.55	100.89
R1	102.24	102.24	100.41	103.40
PP	99.37	99.37	99.37	99.94
S1	97.06	97.06	99.47	98.22
S2	94.19	94.19	98.99
S3	89.01	91.88	98.52
S4	83.83	86.70	97.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.67	96.49	5.18	5.2%	2.74	2.7%	67%	False	False	6,674
10	101.67	96.49	5.18	5.2%	2.42	2.4%	67%	False	False	6,040
20	101.67	93.29	8.38	8.4%	2.10	2.1%	79%	False	False	5,277
40	105.34	93.29	12.05	12.1%	2.15	2.1%	55%	False	False	5,058

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	109.62
2.618	106.08
1.618	103.91
1.000	102.57
0.618	101.74
HIGH	100.40
0.618	99.57
0.500	99.32
0.382	99.06
LOW	98.23
0.618	96.89
1.000	96.06
1.618	94.72
2.618	92.55
4.250	89.01

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	99.73	99.85
PP	99.52	99.76
S1	99.32	99.68

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols