NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 102.20 101.00 -1.20 -1.2% 99.70
High 102.46 102.98 0.52 0.5% 103.74
Low 100.55 98.50 -2.05 -2.0% 99.65
Close 100.87 99.10 -1.77 -1.8% 101.56
Range 1.91 4.48 2.57 134.6% 4.09
ATR 2.40 2.55 0.15 6.2% 0.00
Volume 280,835 341,400 60,565 21.6% 1,061,635
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 113.63 110.85 101.56
R3 109.15 106.37 100.33
R2 104.67 104.67 99.92
R1 101.89 101.89 99.51 101.04
PP 100.19 100.19 100.19 99.77
S1 97.41 97.41 98.69 96.56
S2 95.71 95.71 98.28
S3 91.23 92.93 97.87
S4 86.75 88.45 96.64
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
5 103.41 98.50 4.91 5.0% 2.49 2.5% 12% False True 288,923
10 103.74 98.30 5.44 5.5% 2.35 2.4% 15% False False 250,975
20 103.74 92.70 11.04 11.1% 2.48 2.5% 58% False False 203,286
40 103.74 92.70 11.04 11.1% 2.63 2.7% 58% False False 137,773
60 103.74 84.57 19.17 19.3% 2.69 2.7% 76% False False 105,786
80 103.74 75.66 28.08 28.3% 2.81 2.8% 83% False False 84,543
100 103.74 75.66 28.08 28.3% 2.73 2.8% 83% False False 69,811
120 103.74 75.66 28.08 28.3% 2.81 2.8% 83% False False 59,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 122.02
2.618 114.71
1.618 110.23
1.000 107.46
0.618 105.75
HIGH 102.98
0.618 101.27
0.500 100.74
0.382 100.21
LOW 98.50
0.618 95.73
1.000 94.02
1.618 91.25
2.618 86.77
4.250 79.46
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 100.74 100.96
PP 100.19 100.34
S1 99.65 99.72

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

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