NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 99.00 100.54 1.54 1.6% 99.50
High 100.82 100.66 -0.16 -0.2% 102.69
Low 98.06 98.93 0.87 0.9% 98.66
Close 100.18 99.66 -0.52 -0.5% 99.02
Range 2.76 1.73 -1.03 -37.3% 4.03
ATR 2.31 2.27 -0.04 -1.8% 0.00
Volume 56,056 31,251 -24,805 -44.3% 156,268
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.94 104.03 100.61
R3 103.21 102.30 100.14
R2 101.48 101.48 99.98
R1 100.57 100.57 99.82 100.16
PP 99.75 99.75 99.75 99.55
S1 98.84 98.84 99.50 98.43
S2 98.02 98.02 99.34
S3 96.29 97.11 99.18
S4 94.56 95.38 98.71
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 98.06 4.63 4.6% 2.28 2.3% 35% False False 39,437
10 103.95 98.06 5.89 5.9% 2.38 2.4% 27% False False 36,716
20 104.18 98.06 6.12 6.1% 2.09 2.1% 26% False False 27,489
40 104.18 93.52 10.66 10.7% 2.19 2.2% 58% False False 22,017
60 104.18 88.58 15.60 15.7% 2.18 2.2% 71% False False 19,189
80 104.18 76.44 27.74 27.8% 2.30 2.3% 84% False False 16,873
100 104.18 76.44 27.74 27.8% 2.31 2.3% 84% False False 14,856
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 108.01
2.618 105.19
1.618 103.46
1.000 102.39
0.618 101.73
HIGH 100.66
0.618 100.00
0.500 99.80
0.382 99.59
LOW 98.93
0.618 97.86
1.000 97.20
1.618 96.13
2.618 94.40
4.250 91.58
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 99.80 99.78
PP 99.75 99.74
S1 99.71 99.70

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

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