NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 99.59 99.78 0.19 0.2% 99.92
High 99.92 100.16 0.24 0.2% 101.77
Low 98.30 98.61 0.31 0.3% 98.30
Close 99.65 98.83 -0.82 -0.8% 98.83
Range 1.62 1.55 -0.07 -4.3% 3.47
ATR 2.54 2.47 -0.07 -2.8% 0.00
Volume 141,165 131,798 -9,367 -6.6% 534,115
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 103.85 102.89 99.68
R3 102.30 101.34 99.26
R2 100.75 100.75 99.11
R1 99.79 99.79 98.97 99.50
PP 99.20 99.20 99.20 99.05
S1 98.24 98.24 98.69 97.95
S2 97.65 97.65 98.55
S3 96.10 96.69 98.40
S4 94.55 95.14 97.98
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 110.04 107.91 100.74
R3 106.57 104.44 99.78
R2 103.10 103.10 99.47
R1 100.97 100.97 99.15 100.30
PP 99.63 99.63 99.63 99.30
S1 97.50 97.50 98.51 96.83
S2 96.16 96.16 98.19
S3 92.69 94.03 97.88
S4 89.22 90.56 96.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.77 98.30 3.47 3.5% 1.83 1.9% 15% False False 122,625
10 101.77 92.70 9.07 9.2% 2.07 2.1% 68% False False 151,723
20 102.56 92.70 9.86 10.0% 2.45 2.5% 62% False False 123,337
40 103.28 90.68 12.60 12.7% 2.62 2.6% 65% False False 90,152
60 103.28 79.55 23.73 24.0% 2.71 2.7% 81% False False 72,023
80 103.28 75.66 27.62 27.9% 2.79 2.8% 84% False False 58,035
100 103.28 75.66 27.62 27.9% 2.79 2.8% 84% False False 48,169
120 103.28 75.66 27.62 27.9% 2.80 2.8% 84% False False 41,068
Crabel Price Patterns
NR True
NR4 True
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 0.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.75
2.618 104.22
1.618 102.67
1.000 101.71
0.618 101.12
HIGH 100.16
0.618 99.57
0.500 99.39
0.382 99.20
LOW 98.61
0.618 97.65
1.000 97.06
1.618 96.10
2.618 94.55
4.250 92.02
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 99.39 100.01
PP 99.20 99.61
S1 99.02 99.22

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

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