NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 99.20 99.96 0.76 0.8% 99.05
High 100.39 101.39 1.00 1.0% 102.24
Low 97.53 99.23 1.70 1.7% 98.02
Close 99.40 99.70 0.30 0.3% 98.33
Range 2.86 2.16 -0.70 -24.5% 4.22
ATR 2.50 2.47 -0.02 -1.0% 0.00
Volume 305,113 249,035 -56,078 -18.4% 907,152
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 106.59 105.30 100.89
R3 104.43 103.14 100.29
R2 102.27 102.27 100.10
R1 100.98 100.98 99.90 100.55
PP 100.11 100.11 100.11 99.89
S1 98.82 98.82 99.50 98.39
S2 97.95 97.95 99.30
S3 95.79 96.66 99.11
S4 93.63 94.50 98.51
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
5 101.39 97.40 3.99 4.0% 2.54 2.5% 58% True False 257,744
10 103.19 97.40 5.79 5.8% 2.64 2.6% 40% False False 215,497
20 103.90 97.40 6.50 6.5% 2.39 2.4% 35% False False 147,276
40 103.90 92.95 10.95 11.0% 2.44 2.4% 62% False False 97,601
60 103.90 88.85 15.05 15.1% 2.52 2.5% 72% False False 77,795
80 103.90 75.90 28.00 28.1% 2.59 2.6% 85% False False 65,330
100 103.90 75.90 28.00 28.1% 2.68 2.7% 85% False False 55,107
120 103.90 75.90 28.00 28.1% 2.74 2.8% 85% False False 47,663
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 True
Bear Hook False
Bull Hook False
Stretch 0.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.57
2.618 107.04
1.618 104.88
1.000 103.55
0.618 102.72
HIGH 101.39
0.618 100.56
0.500 100.31
0.382 100.06
LOW 99.23
0.618 97.90
1.000 97.07
1.618 95.74
2.618 93.58
4.250 90.05
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 100.31 99.62
PP 100.11 99.54
S1 99.90 99.46

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

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