NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 100.54 99.90 -0.64 -0.6% 99.50
High 100.66 101.03 0.37 0.4% 102.69
Low 98.93 98.27 -0.66 -0.7% 98.66
Close 99.66 100.08 0.42 0.4% 99.02
Range 1.73 2.76 1.03 59.5% 4.03
ATR 2.27 2.30 0.04 1.5% 0.00
Volume 31,251 47,008 15,757 50.4% 156,268
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.07 106.84 101.60
R3 105.31 104.08 100.84
R2 102.55 102.55 100.59
R1 101.32 101.32 100.33 101.94
PP 99.79 99.79 99.79 100.10
S1 98.56 98.56 99.83 99.18
S2 97.03 97.03 99.57
S3 94.27 95.80 99.32
S4 91.51 93.04 98.56
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
5 102.66 98.06 4.60 4.6% 2.40 2.4% 44% False False 39,697
10 103.60 98.06 5.54 5.5% 2.47 2.5% 36% False False 38,528
20 104.18 98.06 6.12 6.1% 2.21 2.2% 33% False False 29,149
40 104.18 93.52 10.66 10.7% 2.21 2.2% 62% False False 22,916
60 104.18 88.58 15.60 15.6% 2.18 2.2% 74% False False 19,716
80 104.18 76.44 27.74 27.7% 2.29 2.3% 85% False False 17,399
100 104.18 76.44 27.74 27.7% 2.32 2.3% 85% False False 15,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.76
2.618 108.26
1.618 105.50
1.000 103.79
0.618 102.74
HIGH 101.03
0.618 99.98
0.500 99.65
0.382 99.32
LOW 98.27
0.618 96.56
1.000 95.51
1.618 93.80
2.618 91.04
4.250 86.54
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 99.94 99.90
PP 99.79 99.72
S1 99.65 99.55

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

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