NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 100.19 99.50 -0.69 -0.7% 102.32
High 100.97 101.76 0.79 0.8% 103.95
Low 98.66 99.50 0.84 0.9% 98.66
Close 99.41 101.43 2.02 2.0% 99.41
Range 2.31 2.26 -0.05 -2.2% 5.29
ATR 2.26 2.27 0.01 0.3% 0.00
Volume 29,641 46,387 16,746 56.5% 154,580
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.68 106.81 102.67
R3 105.42 104.55 102.05
R2 103.16 103.16 101.84
R1 102.29 102.29 101.64 102.73
PP 100.90 100.90 100.90 101.11
S1 100.03 100.03 101.22 100.47
S2 98.64 98.64 101.02
S3 96.38 97.77 100.81
S4 94.12 95.51 100.19
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 116.54 113.27 102.32
R3 111.25 107.98 100.86
R2 105.96 105.96 100.38
R1 102.69 102.69 99.89 101.68
PP 100.67 100.67 100.67 100.17
S1 97.40 97.40 98.93 96.39
S2 95.38 95.38 98.44
S3 90.09 92.11 97.96
S4 84.80 86.82 96.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.95 98.66 5.29 5.2% 2.48 2.4% 52% False False 33,994
10 104.18 98.66 5.52 5.4% 2.28 2.3% 50% False False 30,404
20 104.18 93.52 10.66 10.5% 2.00 2.0% 74% False False 21,854
40 104.18 93.52 10.66 10.5% 2.22 2.2% 74% False False 19,235
60 104.18 84.95 19.23 19.0% 2.21 2.2% 86% False False 17,096
80 104.18 76.44 27.74 27.3% 2.38 2.4% 90% False False 14,822
100 104.18 76.44 27.74 27.3% 2.27 2.2% 90% False False 13,071
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 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.37
2.618 107.68
1.618 105.42
1.000 104.02
0.618 103.16
HIGH 101.76
0.618 100.90
0.500 100.63
0.382 100.36
LOW 99.50
0.618 98.10
1.000 97.24
1.618 95.84
2.618 93.58
4.250 89.90
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 101.16 101.33
PP 100.90 101.23
S1 100.63 101.13

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

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