NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 101.95 102.19 0.24 0.2% 102.32
High 102.69 102.66 -0.03 0.0% 103.95
Low 100.56 100.74 0.18 0.2% 98.66
Close 101.23 101.12 -0.11 -0.1% 99.41
Range 2.13 1.92 -0.21 -9.9% 5.29
ATR 2.26 2.23 -0.02 -1.1% 0.00
Volume 45,708 34,967 -10,741 -23.5% 154,580
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.27 106.11 102.18
R3 105.35 104.19 101.65
R2 103.43 103.43 101.47
R1 102.27 102.27 101.30 101.89
PP 101.51 101.51 101.51 101.32
S1 100.35 100.35 100.94 99.97
S2 99.59 99.59 100.77
S3 97.67 98.43 100.59
S4 95.75 96.51 100.06
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
5 103.60 98.66 4.94 4.9% 2.59 2.6% 50% False False 37,535
10 103.96 98.66 5.30 5.2% 2.20 2.2% 46% False False 33,327
20 104.18 94.93 9.25 9.1% 2.05 2.0% 67% False False 23,845
40 104.18 93.52 10.66 10.5% 2.14 2.1% 71% False False 20,128
60 104.18 88.04 16.14 16.0% 2.19 2.2% 81% False False 18,238
80 104.18 76.44 27.74 27.4% 2.32 2.3% 89% False False 15,657
100 104.18 76.44 27.74 27.4% 2.27 2.2% 89% False False 13,803
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.82
2.618 107.69
1.618 105.77
1.000 104.58
0.618 103.85
HIGH 102.66
0.618 101.93
0.500 101.70
0.382 101.47
LOW 100.74
0.618 99.55
1.000 98.82
1.618 97.63
2.618 95.71
4.250 92.58
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 101.70 101.11
PP 101.51 101.10
S1 101.31 101.10

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

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