NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 100.58 95.72 -4.86 -4.8% 101.46
High 100.61 96.59 -4.02 -4.0% 102.45
Low 95.02 94.35 -0.67 -0.7% 98.09
Close 95.72 94.71 -1.01 -1.1% 99.93
Range 5.59 2.24 -3.35 -59.9% 4.36
ATR 2.58 2.56 -0.02 -0.9% 0.00
Volume 24,628 17,604 -7,024 -28.5% 90,793
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 101.94 100.56 95.94
R3 99.70 98.32 95.33
R2 97.46 97.46 95.12
R1 96.08 96.08 94.92 95.65
PP 95.22 95.22 95.22 95.00
S1 93.84 93.84 94.50 93.41
S2 92.98 92.98 94.30
S3 90.74 91.60 94.09
S4 88.50 89.36 93.48
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
5 101.69 94.35 7.34 7.7% 2.93 3.1% 5% False True 20,127
10 102.45 94.35 8.10 8.6% 2.48 2.6% 4% False True 18,157
20 102.80 94.35 8.45 8.9% 2.44 2.6% 4% False True 16,616
40 102.80 84.95 17.85 18.8% 2.32 2.5% 55% False False 14,717
60 102.80 76.44 26.36 27.8% 2.51 2.7% 69% False False 12,479
80 102.80 76.44 26.36 27.8% 2.34 2.5% 69% False False 10,875
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.11
2.618 102.45
1.618 100.21
1.000 98.83
0.618 97.97
HIGH 96.59
0.618 95.73
0.500 95.47
0.382 95.21
LOW 94.35
0.618 92.97
1.000 92.11
1.618 90.73
2.618 88.49
4.250 84.83
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 95.47 98.02
PP 95.22 96.92
S1 94.96 95.81

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

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