NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 99.83 98.50 -1.33 -1.3% 101.46
High 99.83 101.69 1.86 1.9% 102.45
Low 98.24 98.50 0.26 0.3% 98.09
Close 98.48 100.72 2.24 2.3% 99.93
Range 1.59 3.19 1.60 100.6% 4.36
ATR 2.28 2.34 0.07 2.9% 0.00
Volume 19,149 16,038 -3,111 -16.2% 90,793
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 109.87 108.49 102.47
R3 106.68 105.30 101.60
R2 103.49 103.49 101.30
R1 102.11 102.11 101.01 102.80
PP 100.30 100.30 100.30 100.65
S1 98.92 98.92 100.43 99.61
S2 97.11 97.11 100.14
S3 93.92 95.73 99.84
S4 90.73 92.54 98.97
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 4.1% 2.51 2.5% 64% False False 20,883
10 102.45 98.09 4.36 4.3% 2.14 2.1% 60% False False 17,180
20 102.80 95.45 7.35 7.3% 2.34 2.3% 72% False False 15,559
40 102.80 84.95 17.85 17.7% 2.28 2.3% 88% False False 14,026
60 102.80 76.44 26.36 26.2% 2.46 2.4% 92% False False 11,950
80 102.80 76.44 26.36 26.2% 2.30 2.3% 92% False False 10,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.25
2.618 110.04
1.618 106.85
1.000 104.88
0.618 103.66
HIGH 101.69
0.618 100.47
0.500 100.10
0.382 99.72
LOW 98.50
0.618 96.53
1.000 95.31
1.618 93.34
2.618 90.15
4.250 84.94
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 100.51 100.44
PP 100.30 100.17
S1 100.10 99.89

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

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