NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 100.15 98.90 -1.25 -1.2% 98.80
High 100.15 101.03 0.88 0.9% 101.67
Low 97.55 98.90 1.35 1.4% 96.49
Close 98.57 100.01 1.44 1.5% 99.94
Range 2.60 2.13 -0.47 -18.1% 5.18
ATR 2.39 2.40 0.00 0.2% 0.00
Volume 4,010 4,276 266 6.6% 33,370
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.37 105.32 101.18
R3 104.24 103.19 100.60
R2 102.11 102.11 100.40
R1 101.06 101.06 100.21 101.59
PP 99.98 99.98 99.98 100.24
S1 98.93 98.93 99.81 99.46
S2 97.85 97.85 99.62
S3 95.72 96.80 99.42
S4 93.59 94.67 98.84
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 97.55 4.12 4.1% 2.64 2.6% 60% False False 5,602
10 101.67 96.49 5.18 5.2% 2.52 2.5% 68% False False 5,891
20 101.67 93.29 8.38 8.4% 2.12 2.1% 80% False False 5,314
40 105.34 93.29 12.05 12.0% 2.15 2.1% 56% False False 5,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 110.08
2.618 106.61
1.618 104.48
1.000 103.16
0.618 102.35
HIGH 101.03
0.618 100.22
0.500 99.97
0.382 99.71
LOW 98.90
0.618 97.58
1.000 96.77
1.618 95.45
2.618 93.32
4.250 89.85
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 100.00 99.77
PP 99.98 99.53
S1 99.97 99.29

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

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