NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 100.48 98.34 -2.14 -2.1% 99.05
High 100.91 100.24 -0.67 -0.7% 102.24
Low 98.02 97.40 -0.62 -0.6% 98.02
Close 98.33 99.58 1.25 1.3% 98.33
Range 2.89 2.84 -0.05 -1.7% 4.22
ATR 2.48 2.51 0.03 1.0% 0.00
Volume 287,604 221,711 -65,893 -22.9% 907,152
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.59 106.43 101.14
R3 104.75 103.59 100.36
R2 101.91 101.91 100.10
R1 100.75 100.75 99.84 101.33
PP 99.07 99.07 99.07 99.37
S1 97.91 97.91 99.32 98.49
S2 96.23 96.23 99.06
S3 93.39 95.07 98.80
S4 90.55 92.23 98.02
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 112.19 109.48 100.65
R3 107.97 105.26 99.49
R2 103.75 103.75 99.10
R1 101.04 101.04 98.72 100.29
PP 99.53 99.53 99.53 99.15
S1 96.82 96.82 97.94 96.07
S2 95.31 95.31 97.56
S3 91.09 92.60 97.17
S4 86.87 88.38 96.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.24 97.40 4.84 4.9% 2.50 2.5% 45% False True 225,772
10 103.60 97.40 6.20 6.2% 2.53 2.5% 35% False True 171,828
20 103.90 97.40 6.50 6.5% 2.28 2.3% 34% False True 113,872
40 103.90 92.95 10.95 11.0% 2.47 2.5% 61% False False 81,227
60 103.90 88.85 15.05 15.1% 2.54 2.6% 71% False False 67,180
80 103.90 75.90 28.00 28.1% 2.65 2.7% 85% False False 56,067
100 103.90 75.90 28.00 28.1% 2.66 2.7% 85% False False 47,841
120 103.90 75.90 28.00 28.1% 2.77 2.8% 85% False False 41,325
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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.31
2.618 107.68
1.618 104.84
1.000 103.08
0.618 102.00
HIGH 100.24
0.618 99.16
0.500 98.82
0.382 98.48
LOW 97.40
0.618 95.64
1.000 94.56
1.618 92.80
2.618 89.96
4.250 85.33
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 99.33 99.82
PP 99.07 99.74
S1 98.82 99.66

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

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