NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 100.74 101.99 1.25 1.2% 100.15
High 101.80 102.81 1.01 1.0% 102.35
Low 100.68 100.35 -0.33 -0.3% 97.89
Close 101.55 101.94 0.39 0.4% 101.90
Range 1.12 2.46 1.34 119.6% 4.46
ATR 2.05 2.08 0.03 1.4% 0.00
Volume 8,783 6,720 -2,063 -23.5% 26,032
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 109.08 107.97 103.29
R3 106.62 105.51 102.62
R2 104.16 104.16 102.39
R1 103.05 103.05 102.17 102.38
PP 101.70 101.70 101.70 101.36
S1 100.59 100.59 101.71 99.92
S2 99.24 99.24 101.49
S3 96.78 98.13 101.26
S4 94.32 95.67 100.59
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.09 112.46 104.35
R3 109.63 108.00 103.13
R2 105.17 105.17 102.72
R1 103.54 103.54 102.31 104.36
PP 100.71 100.71 100.71 101.12
S1 99.08 99.08 101.49 99.90
S2 96.25 96.25 101.08
S3 91.79 94.62 100.67
S4 87.33 90.16 99.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.81 99.73 3.08 3.0% 1.85 1.8% 72% True False 6,402
10 102.81 97.89 4.92 4.8% 1.90 1.9% 82% True False 6,238
20 102.81 94.40 8.41 8.2% 1.69 1.7% 90% True False 5,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 113.27
2.618 109.25
1.618 106.79
1.000 105.27
0.618 104.33
HIGH 102.81
0.618 101.87
0.500 101.58
0.382 101.29
LOW 100.35
0.618 98.83
1.000 97.89
1.618 96.37
2.618 93.91
4.250 89.90
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 101.82 101.82
PP 101.70 101.70
S1 101.58 101.58

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

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