NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 95.03 98.22 3.19 3.4% 99.83
High 98.01 99.38 1.37 1.4% 101.69
Low 94.93 97.40 2.47 2.6% 93.52
Close 97.67 99.10 1.43 1.5% 94.39
Range 3.08 1.98 -1.10 -35.7% 8.17
ATR 2.49 2.45 -0.04 -1.5% 0.00
Volume 9,778 14,694 4,916 50.3% 100,389
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 104.57 103.81 100.19
R3 102.59 101.83 99.64
R2 100.61 100.61 99.46
R1 99.85 99.85 99.28 100.23
PP 98.63 98.63 98.63 98.82
S1 97.87 97.87 98.92 98.25
S2 96.65 96.65 98.74
S3 94.67 95.89 98.56
S4 92.69 93.91 98.01
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 99.38 93.52 5.86 5.9% 2.06 2.1% 95% True False 16,588
10 102.13 93.52 8.61 8.7% 2.64 2.7% 65% False False 19,798
20 102.45 93.52 8.93 9.0% 2.29 2.3% 62% False False 16,169
40 102.80 88.58 14.22 14.3% 2.26 2.3% 74% False False 15,206
60 102.80 76.44 26.36 26.6% 2.39 2.4% 86% False False 13,100
80 102.80 76.44 26.36 26.6% 2.36 2.4% 86% False False 11,498
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.80
2.618 104.56
1.618 102.58
1.000 101.36
0.618 100.60
HIGH 99.38
0.618 98.62
0.500 98.39
0.382 98.16
LOW 97.40
0.618 96.18
1.000 95.42
1.618 94.20
2.618 92.22
4.250 88.99
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 98.86 98.26
PP 98.63 97.43
S1 98.39 96.59

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

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