NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 101.29 101.35 0.06 0.1% 98.84
High 102.43 101.60 -0.83 -0.8% 102.43
Low 100.50 100.40 -0.10 -0.1% 98.79
Close 100.94 100.80 -0.14 -0.1% 100.80
Range 1.93 1.20 -0.73 -37.8% 3.64
ATR 2.06 2.00 -0.06 -3.0% 0.00
Volume 11,431 8,819 -2,612 -22.9% 55,260
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.53 103.87 101.46
R3 103.33 102.67 101.13
R2 102.13 102.13 101.02
R1 101.47 101.47 100.91 101.20
PP 100.93 100.93 100.93 100.80
S1 100.27 100.27 100.69 100.00
S2 99.73 99.73 100.58
S3 98.53 99.07 100.47
S4 97.33 97.87 100.14
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.59 109.84 102.80
R3 107.95 106.20 101.80
R2 104.31 104.31 101.47
R1 102.56 102.56 101.13 103.44
PP 100.67 100.67 100.67 101.11
S1 98.92 98.92 100.47 99.80
S2 97.03 97.03 100.13
S3 93.39 95.28 99.80
S4 89.75 91.64 98.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.43 98.79 3.64 3.6% 1.94 1.9% 55% False False 11,052
10 103.00 98.79 4.21 4.2% 1.92 1.9% 48% False False 11,348
20 104.07 98.79 5.28 5.2% 1.92 1.9% 38% False False 10,518
40 104.07 93.45 10.62 10.5% 1.85 1.8% 69% False False 7,996
60 104.07 89.40 14.67 14.6% 1.86 1.8% 78% False False 7,550
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.43
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 106.70
2.618 104.74
1.618 103.54
1.000 102.80
0.618 102.34
HIGH 101.60
0.618 101.14
0.500 101.00
0.382 100.86
LOW 100.40
0.618 99.66
1.000 99.20
1.618 98.46
2.618 97.26
4.250 95.30
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 101.00 100.77
PP 100.93 100.75
S1 100.87 100.72

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

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