NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 99.62 100.10 0.48 0.5% 94.19
High 100.50 102.01 1.51 1.5% 100.50
Low 99.59 99.67 0.08 0.1% 93.29
Close 99.98 101.60 1.62 1.6% 99.98
Range 0.91 2.34 1.43 157.1% 7.21
ATR 2.42 2.41 -0.01 -0.2% 0.00
Volume 20,489 8,766 -11,723 -57.2% 111,709
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 108.11 107.20 102.89
R3 105.77 104.86 102.24
R2 103.43 103.43 102.03
R1 102.52 102.52 101.81 102.98
PP 101.09 101.09 101.09 101.32
S1 100.18 100.18 101.39 100.64
S2 98.75 98.75 101.17
S3 96.41 97.84 100.96
S4 94.07 95.50 100.31
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.55 116.98 103.95
R3 112.34 109.77 101.96
R2 105.13 105.13 101.30
R1 102.56 102.56 100.64 103.85
PP 97.92 97.92 97.92 98.57
S1 95.35 95.35 99.32 96.64
S2 90.71 90.71 98.66
S3 83.50 88.14 98.00
S4 76.29 80.93 96.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.01 94.80 7.21 7.1% 2.03 2.0% 94% True False 19,092
10 102.01 93.27 8.74 8.6% 2.54 2.5% 95% True False 22,989
20 102.55 93.27 9.28 9.1% 2.35 2.3% 90% False False 23,248
40 103.08 89.34 13.74 13.5% 2.38 2.3% 89% False False 19,537
60 103.08 76.15 26.93 26.5% 2.45 2.4% 95% False False 17,360
80 103.08 76.15 26.93 26.5% 2.58 2.5% 95% False False 14,877
100 103.08 76.15 26.93 26.5% 2.61 2.6% 95% False False 13,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.96
2.618 108.14
1.618 105.80
1.000 104.35
0.618 103.46
HIGH 102.01
0.618 101.12
0.500 100.84
0.382 100.56
LOW 99.67
0.618 98.22
1.000 97.33
1.618 95.88
2.618 93.54
4.250 89.73
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 101.35 101.22
PP 101.09 100.83
S1 100.84 100.45

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

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