NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 100.26 100.45 0.19 0.2% 99.86
High 100.28 100.55 0.27 0.3% 102.00
Low 98.88 99.17 0.29 0.3% 98.88
Close 100.16 99.41 -0.75 -0.7% 99.41
Range 1.40 1.38 -0.02 -1.4% 3.12
ATR 2.18 2.12 -0.06 -2.6% 0.00
Volume 9,720 12,274 2,554 26.3% 34,745
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 103.85 103.01 100.17
R3 102.47 101.63 99.79
R2 101.09 101.09 99.66
R1 100.25 100.25 99.54 99.98
PP 99.71 99.71 99.71 99.58
S1 98.87 98.87 99.28 98.60
S2 98.33 98.33 99.16
S3 96.95 97.49 99.03
S4 95.57 96.11 98.65
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 109.46 107.55 101.13
R3 106.34 104.43 100.27
R2 103.22 103.22 99.98
R1 101.31 101.31 99.70 100.71
PP 100.10 100.10 100.10 99.79
S1 98.19 98.19 99.12 97.59
S2 96.98 96.98 98.84
S3 93.86 95.07 98.55
S4 90.74 91.95 97.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.00 98.88 3.12 3.1% 1.53 1.5% 17% False False 9,713
10 102.00 93.52 8.48 8.5% 1.72 1.7% 69% False False 13,305
20 102.45 93.52 8.93 9.0% 2.10 2.1% 66% False False 15,731
40 102.80 90.61 12.19 12.3% 2.18 2.2% 72% False False 14,571
60 102.80 80.09 22.71 22.8% 2.26 2.3% 85% False False 13,636
80 102.80 76.44 26.36 26.5% 2.34 2.4% 87% False False 11,896
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 True
Stretch 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.42
2.618 104.16
1.618 102.78
1.000 101.93
0.618 101.40
HIGH 100.55
0.618 100.02
0.500 99.86
0.382 99.70
LOW 99.17
0.618 98.32
1.000 97.79
1.618 96.94
2.618 95.56
4.250 93.31
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 99.86 100.39
PP 99.71 100.06
S1 99.56 99.74

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

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