NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 101.35 101.92 0.57 0.6% 99.70
High 102.80 102.15 -0.65 -0.6% 103.74
Low 100.88 100.10 -0.78 -0.8% 99.65
Close 101.56 101.31 -0.25 -0.2% 101.56
Range 1.92 2.05 0.13 6.8% 4.09
ATR 2.50 2.47 -0.03 -1.3% 0.00
Volume 269,460 286,039 16,579 6.2% 1,061,635
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.34 106.37 102.44
R3 105.29 104.32 101.87
R2 103.24 103.24 101.69
R1 102.27 102.27 101.50 101.73
PP 101.19 101.19 101.19 100.92
S1 100.22 100.22 101.12 99.68
S2 99.14 99.14 100.93
S3 97.09 98.17 100.75
S4 95.04 96.12 100.18
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 113.92 111.83 103.81
R3 109.83 107.74 102.68
R2 105.74 105.74 102.31
R1 103.65 103.65 101.93 104.70
PP 101.65 101.65 101.65 102.17
S1 99.56 99.56 101.19 100.61
S2 97.56 97.56 100.81
S3 93.47 95.47 100.44
S4 89.38 91.38 99.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.74 99.65 4.09 4.0% 2.36 2.3% 41% False False 269,534
10 103.74 98.30 5.44 5.4% 2.10 2.1% 55% False False 196,079
20 103.74 92.70 11.04 10.9% 2.47 2.4% 78% False False 173,125
40 103.74 92.70 11.04 10.9% 2.59 2.6% 78% False False 119,166
60 103.74 83.90 19.84 19.6% 2.67 2.6% 88% False False 92,356
80 103.74 75.66 28.08 27.7% 2.79 2.8% 91% False False 74,001
100 103.74 75.66 28.08 27.7% 2.76 2.7% 91% False False 61,176
120 103.74 75.66 28.08 27.7% 2.79 2.8% 91% False False 52,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.86
2.618 107.52
1.618 105.47
1.000 104.20
0.618 103.42
HIGH 102.15
0.618 101.37
0.500 101.13
0.382 100.88
LOW 100.10
0.618 98.83
1.000 98.05
1.618 96.78
2.618 94.73
4.250 91.39
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 101.25 101.92
PP 101.19 101.71
S1 101.13 101.51

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

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