NYMEX Light Sweet Crude Oil Future March 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 101.52 102.14 0.62 0.6% 99.75
High 102.98 102.32 -0.66 -0.6% 103.90
Low 101.08 100.34 -0.74 -0.7% 99.75
Close 101.78 101.52 -0.26 -0.3% 101.78
Range 1.90 1.98 0.08 4.2% 4.15
ATR 2.45 2.42 -0.03 -1.4% 0.00
Volume 75,681 95,204 19,523 25.8% 320,939
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.33 106.41 102.61
R3 105.35 104.43 102.06
R2 103.37 103.37 101.88
R1 102.45 102.45 101.70 101.92
PP 101.39 101.39 101.39 101.13
S1 100.47 100.47 101.34 99.94
S2 99.41 99.41 101.16
S3 97.43 98.49 100.98
S4 95.45 96.51 100.43
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 114.26 112.17 104.06
R3 110.11 108.02 102.92
R2 105.96 105.96 102.54
R1 103.87 103.87 102.16 104.92
PP 101.81 101.81 101.81 102.33
S1 99.72 99.72 101.40 100.77
S2 97.66 97.66 101.02
S3 93.51 95.57 100.64
S4 89.36 91.42 99.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.90 99.75 4.15 4.1% 2.34 2.3% 43% False False 83,228
10 103.90 98.45 5.45 5.4% 2.07 2.0% 56% False False 60,041
20 103.90 92.95 10.95 10.8% 2.42 2.4% 78% False False 56,532
40 103.90 92.95 10.95 10.8% 2.52 2.5% 78% False False 50,685
60 103.90 84.05 19.85 19.6% 2.59 2.6% 88% False False 44,334
80 103.90 75.90 28.00 27.6% 2.70 2.7% 92% False False 37,425
100 103.90 75.90 28.00 27.6% 2.69 2.6% 92% False False 32,362
120 103.90 75.90 28.00 27.6% 2.72 2.7% 92% False False 28,247
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.74
2.618 107.50
1.618 105.52
1.000 104.30
0.618 103.54
HIGH 102.32
0.618 101.56
0.500 101.33
0.382 101.10
LOW 100.34
0.618 99.12
1.000 98.36
1.618 97.14
2.618 95.16
4.250 91.93
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 101.46 102.11
PP 101.39 101.91
S1 101.33 101.72

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

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