NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 95.72 94.97 -0.75 -0.8% 99.83
High 96.59 95.29 -1.30 -1.3% 101.69
Low 94.35 93.52 -0.83 -0.9% 93.52
Close 94.71 94.39 -0.32 -0.3% 94.39
Range 2.24 1.77 -0.47 -21.0% 8.17
ATR 2.56 2.50 -0.06 -2.2% 0.00
Volume 17,604 22,970 5,366 30.5% 100,389
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 99.71 98.82 95.36
R3 97.94 97.05 94.88
R2 96.17 96.17 94.71
R1 95.28 95.28 94.55 94.84
PP 94.40 94.40 94.40 94.18
S1 93.51 93.51 94.23 93.07
S2 92.63 92.63 94.07
S3 90.86 91.74 93.90
S4 89.09 89.97 93.42
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 121.04 115.89 98.88
R3 112.87 107.72 96.64
R2 104.70 104.70 95.89
R1 99.55 99.55 95.14 98.04
PP 96.53 96.53 96.53 95.78
S1 91.38 91.38 93.64 89.87
S2 88.36 88.36 92.89
S3 80.19 83.21 92.14
S4 72.02 75.04 89.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.69 93.52 8.17 8.7% 2.88 3.0% 11% False True 20,077
10 102.45 93.52 8.93 9.5% 2.50 2.6% 10% False True 19,118
20 102.45 93.52 8.93 9.5% 2.30 2.4% 10% False True 16,399
40 102.80 86.76 16.04 17.0% 2.30 2.4% 48% False False 15,145
60 102.80 76.44 26.36 27.9% 2.46 2.6% 68% False False 12,749
80 102.80 76.44 26.36 27.9% 2.35 2.5% 68% False False 11,113
Crabel Price Patterns
NR True
NR4 True
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 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.81
2.618 99.92
1.618 98.15
1.000 97.06
0.618 96.38
HIGH 95.29
0.618 94.61
0.500 94.41
0.382 94.20
LOW 93.52
0.618 92.43
1.000 91.75
1.618 90.66
2.618 88.89
4.250 86.00
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 94.41 97.07
PP 94.40 96.17
S1 94.40 95.28

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

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