NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 99.16 99.50 0.34 0.3% 93.96
High 100.19 100.38 0.19 0.2% 100.38
Low 98.70 99.45 0.75 0.8% 93.00
Close 99.70 99.83 0.13 0.1% 99.83
Range 1.49 0.93 -0.56 -37.6% 7.38
ATR 2.68 2.56 -0.13 -4.7% 0.00
Volume 53,947 34,344 -19,603 -36.3% 207,783
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 102.68 102.18 100.34
R3 101.75 101.25 100.09
R2 100.82 100.82 100.00
R1 100.32 100.32 99.92 100.57
PP 99.89 99.89 99.89 100.01
S1 99.39 99.39 99.74 99.64
S2 98.96 98.96 99.66
S3 98.03 98.46 99.57
S4 97.10 97.53 99.32
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.88 117.23 103.89
R3 112.50 109.85 101.86
R2 105.12 105.12 101.18
R1 102.47 102.47 100.51 103.80
PP 97.74 97.74 97.74 98.40
S1 95.09 95.09 99.15 96.42
S2 90.36 90.36 98.48
S3 82.98 87.71 97.80
S4 75.60 80.33 95.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.38 93.00 7.38 7.4% 1.98 2.0% 93% True False 41,556
10 101.60 92.95 8.65 8.7% 2.62 2.6% 80% False False 50,832
20 102.68 92.95 9.73 9.7% 2.55 2.6% 71% False False 48,183
40 103.20 88.85 14.35 14.4% 2.57 2.6% 77% False False 43,453
60 103.20 75.90 27.30 27.3% 2.69 2.7% 88% False False 37,815
80 103.20 75.90 27.30 27.3% 2.75 2.7% 88% False False 32,202
100 103.20 75.90 27.30 27.3% 2.84 2.8% 88% False False 27,602
120 103.20 75.90 27.30 27.3% 2.70 2.7% 88% False False 24,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 104.33
2.618 102.81
1.618 101.88
1.000 101.31
0.618 100.95
HIGH 100.38
0.618 100.02
0.500 99.92
0.382 99.81
LOW 99.45
0.618 98.88
1.000 98.52
1.618 97.95
2.618 97.02
4.250 95.50
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 99.92 99.45
PP 99.89 99.07
S1 99.86 98.70

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

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