NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 93.76 94.14 0.38 0.4% 99.58
High 94.42 97.45 3.03 3.2% 101.25
Low 92.54 94.14 1.60 1.7% 92.52
Close 93.88 97.22 3.34 3.6% 93.53
Range 1.88 3.31 1.43 76.1% 8.73
ATR 2.88 2.93 0.05 1.7% 0.00
Volume 84,867 23,265 -61,602 -72.6% 1,366,936
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 106.20 105.02 99.04
R3 102.89 101.71 98.13
R2 99.58 99.58 97.83
R1 98.40 98.40 97.52 98.99
PP 96.27 96.27 96.27 96.57
S1 95.09 95.09 96.92 95.68
S2 92.96 92.96 96.61
S3 89.65 91.78 96.31
S4 86.34 88.47 95.40
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
5 100.33 92.52 7.81 8.0% 3.25 3.3% 60% False False 177,258
10 101.94 92.52 9.42 9.7% 3.09 3.2% 50% False False 237,112
20 102.44 92.52 9.92 10.2% 2.75 2.8% 47% False False 245,003
40 103.37 89.05 14.32 14.7% 2.87 2.9% 57% False False 196,151
60 103.37 75.35 28.02 28.8% 2.99 3.1% 78% False False 148,353
80 103.37 75.35 28.02 28.8% 2.97 3.1% 78% False False 118,319
100 103.37 75.35 28.02 28.8% 3.10 3.2% 78% False False 97,783
120 103.37 75.35 28.02 28.8% 2.95 3.0% 78% False False 82,963
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.52
2.618 106.12
1.618 102.81
1.000 100.76
0.618 99.50
HIGH 97.45
0.618 96.19
0.500 95.80
0.382 95.40
LOW 94.14
0.618 92.09
1.000 90.83
1.618 88.78
2.618 85.47
4.250 80.07
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 96.75 96.48
PP 96.27 95.73
S1 95.80 94.99

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

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