NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 100.63 101.27 0.64 0.6% 98.84
High 100.85 102.31 1.46 1.4% 102.43
Low 99.80 99.35 -0.45 -0.5% 98.79
Close 100.09 99.90 -0.19 -0.2% 100.80
Range 1.05 2.96 1.91 181.9% 3.64
ATR 1.93 2.01 0.07 3.8% 0.00
Volume 8,467 10,738 2,271 26.8% 55,260
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.40 107.61 101.53
R3 106.44 104.65 100.71
R2 103.48 103.48 100.44
R1 101.69 101.69 100.17 101.11
PP 100.52 100.52 100.52 100.23
S1 98.73 98.73 99.63 98.15
S2 97.56 97.56 99.36
S3 94.60 95.77 99.09
S4 91.64 92.81 98.27
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 99.01 3.42 3.4% 1.92 1.9% 26% False False 10,022
10 103.00 98.79 4.21 4.2% 2.00 2.0% 26% False False 10,683
20 104.07 98.79 5.28 5.3% 2.01 2.0% 21% False False 11,019
40 104.07 93.45 10.62 10.6% 1.88 1.9% 61% False False 8,050
60 104.07 92.71 11.36 11.4% 1.90 1.9% 63% False False 7,714
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 0.54
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 114.89
2.618 110.06
1.618 107.10
1.000 105.27
0.618 104.14
HIGH 102.31
0.618 101.18
0.500 100.83
0.382 100.48
LOW 99.35
0.618 97.52
1.000 96.39
1.618 94.56
2.618 91.60
4.250 86.77
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 100.83 100.83
PP 100.52 100.52
S1 100.21 100.21

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

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