NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 93.42 93.76 0.34 0.4% 99.58
High 94.79 94.42 -0.37 -0.4% 101.25
Low 92.52 92.54 0.02 0.0% 92.52
Close 93.53 93.88 0.35 0.4% 93.53
Range 2.27 1.88 -0.39 -17.2% 8.73
ATR 2.95 2.88 -0.08 -2.6% 0.00
Volume 190,661 84,867 -105,794 -55.5% 1,366,936
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 99.25 98.45 94.91
R3 97.37 96.57 94.40
R2 95.49 95.49 94.22
R1 94.69 94.69 94.05 95.09
PP 93.61 93.61 93.61 93.82
S1 92.81 92.81 93.71 93.21
S2 91.73 91.73 93.54
S3 89.85 90.93 93.36
S4 87.97 89.05 92.85
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 121.96 116.47 98.33
R3 113.23 107.74 95.93
R2 104.50 104.50 95.13
R1 99.01 99.01 94.33 97.39
PP 95.77 95.77 95.77 94.96
S1 90.28 90.28 92.73 88.66
S2 87.04 87.04 91.93
S3 78.31 81.55 91.13
S4 69.58 72.82 88.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.25 92.52 8.73 9.3% 3.31 3.5% 16% False False 241,233
10 101.94 92.52 9.42 10.0% 2.88 3.1% 14% False False 254,946
20 102.44 92.52 9.92 10.6% 2.71 2.9% 14% False False 256,895
40 103.37 87.14 16.23 17.3% 2.90 3.1% 42% False False 197,213
60 103.37 75.35 28.02 29.8% 3.00 3.2% 66% False False 148,709
80 103.37 75.35 28.02 29.8% 2.96 3.2% 66% False False 118,269
100 103.37 75.35 28.02 29.8% 3.08 3.3% 66% False False 97,617
120 103.37 75.35 28.02 29.8% 2.94 3.1% 66% False False 82,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.41
2.618 99.34
1.618 97.46
1.000 96.30
0.618 95.58
HIGH 94.42
0.618 93.70
0.500 93.48
0.382 93.26
LOW 92.54
0.618 91.38
1.000 90.66
1.618 89.50
2.618 87.62
4.250 84.55
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 93.75 94.26
PP 93.61 94.13
S1 93.48 94.01

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

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