NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 98.88 98.38 -0.50 -0.5% 98.34
High 101.29 99.49 -1.80 -1.8% 101.39
Low 97.86 97.11 -0.75 -0.8% 97.40
Close 98.48 97.61 -0.87 -0.9% 99.56
Range 3.43 2.38 -1.05 -30.6% 3.99
ATR 2.42 2.42 0.00 -0.1% 0.00
Volume 351,698 272,348 -79,350 -22.6% 1,239,812
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.21 103.79 98.92
R3 102.83 101.41 98.26
R2 100.45 100.45 98.05
R1 99.03 99.03 97.83 98.55
PP 98.07 98.07 98.07 97.83
S1 96.65 96.65 97.39 96.17
S2 95.69 95.69 97.17
S3 93.31 94.27 96.96
S4 90.93 91.89 96.30
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.42 109.48 101.75
R3 107.43 105.49 100.66
R2 103.44 103.44 100.29
R1 101.50 101.50 99.93 102.47
PP 99.45 99.45 99.45 99.94
S1 97.51 97.51 99.19 98.48
S2 95.46 95.46 98.83
S3 91.47 93.52 98.46
S4 87.48 89.53 97.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.39 97.11 4.28 4.4% 2.22 2.3% 12% False True 261,915
10 102.24 97.11 5.13 5.3% 2.37 2.4% 10% False True 261,722
20 103.90 97.11 6.79 7.0% 2.37 2.4% 7% False True 191,359
40 103.90 92.95 10.95 11.2% 2.43 2.5% 43% False False 119,760
60 103.90 92.80 11.10 11.4% 2.48 2.5% 43% False False 93,623
80 103.90 81.87 22.03 22.6% 2.55 2.6% 71% False False 77,651
100 103.90 75.90 28.00 28.7% 2.66 2.7% 78% False False 65,280
120 103.90 75.90 28.00 28.7% 2.66 2.7% 78% False False 56,167
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 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.61
2.618 105.72
1.618 103.34
1.000 101.87
0.618 100.96
HIGH 99.49
0.618 98.58
0.500 98.30
0.382 98.02
LOW 97.11
0.618 95.64
1.000 94.73
1.618 93.26
2.618 90.88
4.250 87.00
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 98.30 99.20
PP 98.07 98.67
S1 97.84 98.14

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

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