NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 99.62 98.29 -1.33 -1.3% 101.18
High 99.80 101.65 1.85 1.9% 102.30
Low 98.13 98.28 0.15 0.2% 98.07
Close 98.42 100.60 2.18 2.2% 99.80
Range 1.67 3.37 1.70 101.8% 4.23
ATR 2.38 2.45 0.07 3.0% 0.00
Volume 27,408 24,516 -2,892 -10.6% 150,117
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 110.29 108.81 102.45
R3 106.92 105.44 101.53
R2 103.55 103.55 101.22
R1 102.07 102.07 100.91 102.81
PP 100.18 100.18 100.18 100.55
S1 98.70 98.70 100.29 99.44
S2 96.81 96.81 99.98
S3 93.44 95.33 99.67
S4 90.07 91.96 98.75
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 112.75 110.50 102.13
R3 108.52 106.27 100.96
R2 104.29 104.29 100.58
R1 102.04 102.04 100.19 101.05
PP 100.06 100.06 100.06 99.56
S1 97.81 97.81 99.41 96.82
S2 95.83 95.83 99.02
S3 91.60 93.58 98.64
S4 87.37 89.35 97.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.01 98.07 3.94 3.9% 2.54 2.5% 64% False False 29,066
10 102.30 98.07 4.23 4.2% 2.20 2.2% 60% False False 32,406
20 102.55 95.43 7.12 7.1% 2.46 2.4% 73% False False 34,118
40 102.55 85.00 17.55 17.4% 2.49 2.5% 89% False False 32,145
60 102.55 76.65 25.90 25.7% 2.66 2.6% 92% False False 28,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.97
2.618 110.47
1.618 107.10
1.000 105.02
0.618 103.73
HIGH 101.65
0.618 100.36
0.500 99.97
0.382 99.57
LOW 98.28
0.618 96.20
1.000 94.91
1.618 92.83
2.618 89.46
4.250 83.96
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 100.39 100.35
PP 100.18 100.11
S1 99.97 99.86

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

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