NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 94.97 97.90 2.93 3.1% 99.62
High 98.00 99.35 1.35 1.4% 101.65
Low 94.81 97.18 2.37 2.5% 93.50
Close 97.59 99.02 1.43 1.5% 94.43
Range 3.19 2.17 -1.02 -32.0% 8.15
ATR 2.62 2.59 -0.03 -1.2% 0.00
Volume 18,769 18,847 78 0.4% 153,606
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 105.03 104.19 100.21
R3 102.86 102.02 99.62
R2 100.69 100.69 99.42
R1 99.85 99.85 99.22 100.27
PP 98.52 98.52 98.52 98.73
S1 97.68 97.68 98.82 98.10
S2 96.35 96.35 98.62
S3 94.18 95.51 98.42
S4 92.01 93.34 97.83
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 99.35 93.40 5.95 6.0% 2.33 2.4% 94% True False 25,291
10 101.99 93.40 8.59 8.7% 2.79 2.8% 65% False False 28,972
20 102.30 93.40 8.90 9.0% 2.43 2.4% 63% False False 30,229
40 102.55 88.43 14.12 14.3% 2.49 2.5% 75% False False 31,968
60 102.55 76.65 25.90 26.2% 2.61 2.6% 86% False False 29,613
Crabel Price Patterns
NR True
NR4 False
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.57
2.618 105.03
1.618 102.86
1.000 101.52
0.618 100.69
HIGH 99.35
0.618 98.52
0.500 98.27
0.382 98.01
LOW 97.18
0.618 95.84
1.000 95.01
1.618 93.67
2.618 91.50
4.250 87.96
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 98.77 98.14
PP 98.52 97.26
S1 98.27 96.38

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

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