NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 98.29 99.83 1.54 1.6% 101.46
High 100.12 99.83 -0.29 -0.3% 102.45
Low 98.09 98.24 0.15 0.2% 98.09
Close 99.93 98.48 -1.45 -1.5% 99.93
Range 2.03 1.59 -0.44 -21.7% 4.36
ATR 2.32 2.28 -0.05 -1.9% 0.00
Volume 23,219 19,149 -4,070 -17.5% 90,793
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 103.62 102.64 99.35
R3 102.03 101.05 98.92
R2 100.44 100.44 98.77
R1 99.46 99.46 98.63 99.16
PP 98.85 98.85 98.85 98.70
S1 97.87 97.87 98.33 97.57
S2 97.26 97.26 98.19
S3 95.67 96.28 98.04
S4 94.08 94.69 97.61
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 113.24 110.94 102.33
R3 108.88 106.58 101.13
R2 104.52 104.52 100.73
R1 102.22 102.22 100.33 101.19
PP 100.16 100.16 100.16 99.64
S1 97.86 97.86 99.53 96.83
S2 95.80 95.80 99.13
S3 91.44 93.50 98.73
S4 87.08 89.14 97.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.22 98.09 4.13 4.2% 2.09 2.1% 9% False False 19,654
10 102.45 97.78 4.67 4.7% 2.02 2.1% 15% False False 16,935
20 102.80 95.45 7.35 7.5% 2.26 2.3% 41% False False 15,299
40 102.80 84.95 17.85 18.1% 2.25 2.3% 76% False False 13,924
60 102.80 76.44 26.36 26.8% 2.45 2.5% 84% False False 11,783
80 102.80 76.44 26.36 26.8% 2.30 2.3% 84% False False 10,430
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.59
2.618 103.99
1.618 102.40
1.000 101.42
0.618 100.81
HIGH 99.83
0.618 99.22
0.500 99.04
0.382 98.85
LOW 98.24
0.618 97.26
1.000 96.65
1.618 95.67
2.618 94.08
4.250 91.48
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 99.04 100.11
PP 98.85 99.57
S1 98.67 99.02

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

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