NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 100.20 98.85 -1.35 -1.3% 98.84
High 100.89 99.25 -1.64 -1.6% 102.43
Low 98.73 97.05 -1.68 -1.7% 98.79
Close 99.08 97.91 -1.17 -1.2% 100.80
Range 2.16 2.20 0.04 1.9% 3.64
ATR 2.02 2.03 0.01 0.6% 0.00
Volume 17,845 21,056 3,211 18.0% 55,260
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 104.67 103.49 99.12
R3 102.47 101.29 98.52
R2 100.27 100.27 98.31
R1 99.09 99.09 98.11 98.58
PP 98.07 98.07 98.07 97.82
S1 96.89 96.89 97.71 96.38
S2 95.87 95.87 97.51
S3 93.67 94.69 97.31
S4 91.47 92.49 96.70
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
5 102.31 97.05 5.26 5.4% 1.91 2.0% 16% False True 13,385
10 102.43 97.05 5.38 5.5% 2.06 2.1% 16% False True 12,675
20 104.07 97.05 7.02 7.2% 1.99 2.0% 12% False True 11,812
40 104.07 93.45 10.62 10.8% 1.94 2.0% 42% False False 8,680
60 104.07 93.12 10.95 11.2% 1.95 2.0% 44% False False 8,195
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.60
2.618 105.01
1.618 102.81
1.000 101.45
0.618 100.61
HIGH 99.25
0.618 98.41
0.500 98.15
0.382 97.89
LOW 97.05
0.618 95.69
1.000 94.85
1.618 93.49
2.618 91.29
4.250 87.70
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 98.15 99.68
PP 98.07 99.09
S1 97.99 98.50

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

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