NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 98.22 99.38 1.16 1.2% 99.83
High 99.38 100.32 0.94 0.9% 101.69
Low 97.40 98.89 1.49 1.5% 93.52
Close 99.10 99.93 0.83 0.8% 94.39
Range 1.98 1.43 -0.55 -27.8% 8.17
ATR 2.45 2.38 -0.07 -3.0% 0.00
Volume 14,694 19,152 4,458 30.3% 100,389
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 104.00 103.40 100.72
R3 102.57 101.97 100.32
R2 101.14 101.14 100.19
R1 100.54 100.54 100.06 100.84
PP 99.71 99.71 99.71 99.87
S1 99.11 99.11 99.80 99.41
S2 98.28 98.28 99.67
S3 96.85 97.68 99.54
S4 95.42 96.25 99.14
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
5 100.32 93.52 6.80 6.8% 1.90 1.9% 94% True False 16,897
10 101.69 93.52 8.17 8.2% 2.42 2.4% 78% False False 18,512
20 102.45 93.52 8.93 8.9% 2.29 2.3% 72% False False 16,544
40 102.80 88.58 14.22 14.2% 2.22 2.2% 80% False False 15,039
60 102.80 76.44 26.36 26.4% 2.36 2.4% 89% False False 13,335
80 102.80 76.44 26.36 26.4% 2.36 2.4% 89% False False 11,697
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.40
2.618 104.06
1.618 102.63
1.000 101.75
0.618 101.20
HIGH 100.32
0.618 99.77
0.500 99.61
0.382 99.44
LOW 98.89
0.618 98.01
1.000 97.46
1.618 96.58
2.618 95.15
4.250 92.81
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 99.82 99.16
PP 99.71 98.39
S1 99.61 97.63

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

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