NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 100.15 98.48 -1.67 -1.7% 101.34
High 100.75 99.39 -1.36 -1.3% 102.67
Low 99.87 98.48 -1.39 -1.4% 98.48
Close 100.43 98.72 -1.71 -1.7% 98.72
Range 0.88 0.91 0.03 3.4% 4.19
ATR
Volume 4,234 3,281 -953 -22.5% 23,371
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 101.59 101.07 99.22
R3 100.68 100.16 98.97
R2 99.77 99.77 98.89
R1 99.25 99.25 98.80 99.51
PP 98.86 98.86 98.86 99.00
S1 98.34 98.34 98.64 98.60
S2 97.95 97.95 98.55
S3 97.04 97.43 98.47
S4 96.13 96.52 98.22
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.53 109.81 101.02
R3 108.34 105.62 99.87
R2 104.15 104.15 99.49
R1 101.43 101.43 99.10 100.70
PP 99.96 99.96 99.96 99.59
S1 97.24 97.24 98.34 96.51
S2 95.77 95.77 97.95
S3 91.58 93.05 97.57
S4 87.39 88.86 96.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.67 98.48 4.19 4.2% 1.17 1.2% 6% False True 4,674
10 102.67 98.48 4.19 4.2% 1.40 1.4% 6% False True 4,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.26
2.618 101.77
1.618 100.86
1.000 100.30
0.618 99.95
HIGH 99.39
0.618 99.04
0.500 98.94
0.382 98.83
LOW 98.48
0.618 97.92
1.000 97.57
1.618 97.01
2.618 96.10
4.250 94.61
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 98.94 100.07
PP 98.86 99.62
S1 98.79 99.17

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

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