NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 100.47 95.32 -5.15 -5.1% 101.60
High 100.47 96.42 -4.05 -4.0% 102.68
Low 94.65 93.75 -0.90 -1.0% 97.78
Close 95.37 94.31 -1.06 -1.1% 99.75
Range 5.82 2.67 -3.15 -54.1% 4.90
ATR 2.88 2.87 -0.02 -0.5% 0.00
Volume 81,947 65,621 -16,326 -19.9% 253,003
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 102.84 101.24 95.78
R3 100.17 98.57 95.04
R2 97.50 97.50 94.80
R1 95.90 95.90 94.55 95.37
PP 94.83 94.83 94.83 94.56
S1 93.23 93.23 94.07 92.70
S2 92.16 92.16 93.82
S3 89.49 90.56 93.58
S4 86.82 87.89 92.84
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 114.77 112.16 102.45
R3 109.87 107.26 101.10
R2 104.97 104.97 100.65
R1 102.36 102.36 100.20 101.22
PP 100.07 100.07 100.07 99.50
S1 97.46 97.46 99.30 96.32
S2 95.17 95.17 98.85
S3 90.27 92.56 98.40
S4 85.37 87.66 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.60 93.75 7.85 8.3% 3.29 3.5% 7% False True 62,653
10 102.68 93.75 8.93 9.5% 2.77 2.9% 6% False True 55,173
20 103.20 93.75 9.45 10.0% 2.81 3.0% 6% False True 51,073
40 103.20 84.69 18.51 19.6% 2.74 2.9% 52% False False 43,239
60 103.20 75.90 27.30 28.9% 2.88 3.1% 67% False False 35,192
80 103.20 75.90 27.30 28.9% 2.74 2.9% 67% False False 29,667
100 103.20 75.90 27.30 28.9% 2.86 3.0% 67% False False 25,403
120 103.20 75.90 27.30 28.9% 2.66 2.8% 67% False False 22,152
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 107.77
2.618 103.41
1.618 100.74
1.000 99.09
0.618 98.07
HIGH 96.42
0.618 95.40
0.500 95.09
0.382 94.77
LOW 93.75
0.618 92.10
1.000 91.08
1.618 89.43
2.618 86.76
4.250 82.40
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 95.09 97.68
PP 94.83 96.55
S1 94.57 95.43

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

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