NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 95.66 94.49 -1.17 -1.2% 99.62
High 96.75 95.62 -1.13 -1.2% 101.65
Low 94.22 93.50 -0.72 -0.8% 93.50
Close 94.72 94.43 -0.29 -0.3% 94.43
Range 2.53 2.12 -0.41 -16.2% 8.15
ATR 2.67 2.63 -0.04 -1.5% 0.00
Volume 33,358 26,210 -7,148 -21.4% 153,606
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 100.88 99.77 95.60
R3 98.76 97.65 95.01
R2 96.64 96.64 94.82
R1 95.53 95.53 94.62 95.03
PP 94.52 94.52 94.52 94.26
S1 93.41 93.41 94.24 92.91
S2 92.40 92.40 94.04
S3 90.28 91.29 93.85
S4 88.16 89.17 93.26
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 120.98 115.85 98.91
R3 112.83 107.70 96.67
R2 104.68 104.68 95.92
R1 99.55 99.55 95.18 98.04
PP 96.53 96.53 96.53 95.77
S1 91.40 91.40 93.68 89.89
S2 88.38 88.38 92.94
S3 80.23 83.25 92.19
S4 72.08 75.10 89.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.65 93.50 8.15 8.6% 3.06 3.2% 11% False True 30,721
10 102.30 93.50 8.80 9.3% 2.61 2.8% 11% False True 30,372
20 102.30 93.50 8.80 9.3% 2.45 2.6% 11% False True 32,671
40 102.55 86.84 15.71 16.6% 2.52 2.7% 48% False False 33,098
60 102.55 76.65 25.90 27.4% 2.67 2.8% 69% False False 29,628
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 0.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.63
2.618 101.17
1.618 99.05
1.000 97.74
0.618 96.93
HIGH 95.62
0.618 94.81
0.500 94.56
0.382 94.31
LOW 93.50
0.618 92.19
1.000 91.38
1.618 90.07
2.618 87.95
4.250 84.49
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 94.56 97.07
PP 94.52 96.19
S1 94.47 95.31

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

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