NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 97.90 97.54 -0.36 -0.4% 100.73
High 98.79 98.86 0.07 0.1% 101.90
Low 96.26 96.97 0.71 0.7% 96.26
Close 97.17 98.71 1.54 1.6% 98.71
Range 2.53 1.89 -0.64 -25.3% 5.64
ATR 2.28 2.25 -0.03 -1.2% 0.00
Volume 37,886 56,361 18,475 48.8% 206,425
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 103.85 103.17 99.75
R3 101.96 101.28 99.23
R2 100.07 100.07 99.06
R1 99.39 99.39 98.88 99.73
PP 98.18 98.18 98.18 98.35
S1 97.50 97.50 98.54 97.84
S2 96.29 96.29 98.36
S3 94.40 95.61 98.19
S4 92.51 93.72 97.67
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.88 112.93 101.81
R3 110.24 107.29 100.26
R2 104.60 104.60 99.74
R1 101.65 101.65 99.23 100.31
PP 98.96 98.96 98.96 98.28
S1 96.01 96.01 98.19 94.67
S2 93.32 93.32 97.68
S3 87.68 90.37 97.16
S4 82.04 84.73 95.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.90 96.26 5.64 5.7% 2.31 2.3% 43% False False 41,285
10 102.01 96.26 5.75 5.8% 2.23 2.3% 43% False False 42,674
20 103.95 96.26 7.69 7.8% 2.26 2.3% 32% False False 38,074
40 104.18 93.52 10.66 10.8% 2.24 2.3% 49% False False 28,009
60 104.18 93.52 10.66 10.8% 2.22 2.3% 49% False False 23,221
80 104.18 84.30 19.88 20.1% 2.24 2.3% 72% False False 20,393
100 104.18 76.44 27.74 28.1% 2.33 2.4% 80% False False 17,667
120 104.18 76.44 27.74 28.1% 2.27 2.3% 80% False False 15,749
Crabel Price Patterns
NR True
NR4 True
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 0.70
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.89
2.618 103.81
1.618 101.92
1.000 100.75
0.618 100.03
HIGH 98.86
0.618 98.14
0.500 97.92
0.382 97.69
LOW 96.97
0.618 95.80
1.000 95.08
1.618 93.91
2.618 92.02
4.250 88.94
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 98.45 98.56
PP 98.18 98.41
S1 97.92 98.27

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

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