NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 98.08 99.58 1.50 1.5% 101.23
High 99.91 99.68 -0.23 -0.2% 102.44
Low 97.36 97.54 0.18 0.2% 97.36
Close 99.41 97.77 -1.64 -1.6% 99.41
Range 2.55 2.14 -0.41 -16.1% 5.08
ATR 2.78 2.73 -0.05 -1.6% 0.00
Volume 285,277 245,634 -39,643 -13.9% 1,319,581
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 104.75 103.40 98.95
R3 102.61 101.26 98.36
R2 100.47 100.47 98.16
R1 99.12 99.12 97.97 98.73
PP 98.33 98.33 98.33 98.13
S1 96.98 96.98 97.57 96.59
S2 96.19 96.19 97.38
S3 94.05 94.84 97.18
S4 91.91 92.70 96.59
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 114.98 112.27 102.20
R3 109.90 107.19 100.81
R2 104.82 104.82 100.34
R1 102.11 102.11 99.88 100.93
PP 99.74 99.74 99.74 99.14
S1 97.03 97.03 98.94 95.85
S2 94.66 94.66 98.48
S3 89.58 91.95 98.01
S4 84.50 86.87 96.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.94 97.36 4.58 4.7% 2.44 2.5% 9% False False 268,660
10 102.44 97.23 5.21 5.3% 2.43 2.5% 10% False False 263,056
20 103.37 94.99 8.38 8.6% 2.77 2.8% 33% False False 255,404
40 103.37 84.38 18.99 19.4% 2.86 2.9% 71% False False 173,779
60 103.37 75.35 28.02 28.7% 3.02 3.1% 80% False False 131,054
80 103.37 75.35 28.02 28.7% 2.94 3.0% 80% False False 104,222
100 103.37 75.35 28.02 28.7% 3.00 3.1% 80% False False 85,960
120 103.37 75.35 28.02 28.7% 2.89 3.0% 80% False False 73,149
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.78
2.618 105.28
1.618 103.14
1.000 101.82
0.618 101.00
HIGH 99.68
0.618 98.86
0.500 98.61
0.382 98.36
LOW 97.54
0.618 96.22
1.000 95.40
1.618 94.08
2.618 91.94
4.250 88.45
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 98.61 99.55
PP 98.33 98.95
S1 98.05 98.36

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

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