NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 102.19 101.20 -0.99 -1.0% 99.50
High 102.66 101.50 -1.16 -1.1% 102.69
Low 100.74 98.66 -2.08 -2.1% 98.66
Close 101.12 99.02 -2.10 -2.1% 99.02
Range 1.92 2.84 0.92 47.9% 4.03
ATR 2.23 2.28 0.04 1.9% 0.00
Volume 34,967 29,206 -5,761 -16.5% 156,268
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.25 106.47 100.58
R3 105.41 103.63 99.80
R2 102.57 102.57 99.54
R1 100.79 100.79 99.28 100.26
PP 99.73 99.73 99.73 99.46
S1 97.95 97.95 98.76 97.42
S2 96.89 96.89 98.50
S3 94.05 95.11 98.24
S4 91.21 92.27 97.46
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 112.21 109.65 101.24
R3 108.18 105.62 100.13
R2 104.15 104.15 99.76
R1 101.59 101.59 99.39 100.86
PP 100.12 100.12 100.12 99.76
S1 97.56 97.56 98.65 96.83
S2 96.09 96.09 98.28
S3 92.06 93.53 97.91
S4 88.03 89.50 96.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.69 98.66 4.03 4.1% 2.29 2.3% 9% False True 37,181
10 103.95 98.66 5.29 5.3% 2.29 2.3% 7% False True 33,474
20 104.18 97.40 6.78 6.8% 2.04 2.1% 24% False False 24,816
40 104.18 93.52 10.66 10.8% 2.16 2.2% 52% False False 20,469
60 104.18 88.58 15.60 15.8% 2.19 2.2% 67% False False 18,576
80 104.18 76.44 27.74 28.0% 2.31 2.3% 81% False False 15,915
100 104.18 76.44 27.74 28.0% 2.28 2.3% 81% False False 14,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.57
2.618 108.94
1.618 106.10
1.000 104.34
0.618 103.26
HIGH 101.50
0.618 100.42
0.500 100.08
0.382 99.74
LOW 98.66
0.618 96.90
1.000 95.82
1.618 94.06
2.618 91.22
4.250 86.59
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 100.08 100.68
PP 99.73 100.12
S1 99.37 99.57

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

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