NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 107.15 109.49 2.34 2.2% 106.15
High 109.66 110.85 1.19 1.1% 110.85
Low 106.94 109.12 2.18 2.0% 105.99
Close 108.97 110.76 1.79 1.6% 110.76
Range 2.72 1.73 -0.99 -36.4% 4.86
ATR 1.89 1.89 0.00 0.0% 0.00
Volume 19,960 34,962 15,002 75.2% 136,239
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.43 114.83 111.71
R3 113.70 113.10 111.24
R2 111.97 111.97 111.08
R1 111.37 111.37 110.92 111.67
PP 110.24 110.24 110.24 110.40
S1 109.64 109.64 110.60 109.94
S2 108.51 108.51 110.44
S3 106.78 107.91 110.28
S4 105.05 106.18 109.81
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 123.78 122.13 113.43
R3 118.92 117.27 112.10
R2 114.06 114.06 111.65
R1 112.41 112.41 111.21 113.24
PP 109.20 109.20 109.20 109.61
S1 107.55 107.55 110.31 108.38
S2 104.34 104.34 109.87
S3 99.48 102.69 109.42
S4 94.62 97.83 108.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.85 104.13 6.72 6.1% 1.66 1.5% 99% True False 31,257
10 110.85 99.70 11.15 10.1% 1.54 1.4% 99% True False 28,288
20 110.85 97.05 13.80 12.5% 1.67 1.5% 99% True False 25,466
40 110.85 97.05 13.80 12.5% 1.81 1.6% 99% True False 17,819
60 110.85 93.45 17.40 15.7% 1.80 1.6% 99% True False 13,815
80 110.85 89.40 21.45 19.4% 1.82 1.6% 100% True False 11,999
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.20
2.618 115.38
1.618 113.65
1.000 112.58
0.618 111.92
HIGH 110.85
0.618 110.19
0.500 109.99
0.382 109.78
LOW 109.12
0.618 108.05
1.000 107.39
1.618 106.32
2.618 104.59
4.250 101.77
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 110.50 110.14
PP 110.24 109.52
S1 109.99 108.90

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

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