NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 97.90 99.26 1.36 1.4% 99.62
High 99.35 100.21 0.86 0.9% 101.65
Low 97.18 98.84 1.66 1.7% 93.50
Close 99.02 99.82 0.80 0.8% 94.43
Range 2.17 1.37 -0.80 -36.9% 8.15
ATR 2.59 2.50 -0.09 -3.4% 0.00
Volume 18,847 26,623 7,776 41.3% 153,606
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 103.73 103.15 100.57
R3 102.36 101.78 100.20
R2 100.99 100.99 100.07
R1 100.41 100.41 99.95 100.70
PP 99.62 99.62 99.62 99.77
S1 99.04 99.04 99.69 99.33
S2 98.25 98.25 99.57
S3 96.88 97.67 99.44
S4 95.51 96.30 99.07
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
5 100.21 93.40 6.81 6.8% 2.10 2.1% 94% True False 23,944
10 101.65 93.40 8.25 8.3% 2.57 2.6% 78% False False 27,949
20 102.30 93.40 8.90 8.9% 2.40 2.4% 72% False False 29,781
40 102.55 88.43 14.12 14.1% 2.45 2.5% 81% False False 30,956
60 102.55 76.65 25.90 25.9% 2.57 2.6% 89% False False 29,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.53
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 106.03
2.618 103.80
1.618 102.43
1.000 101.58
0.618 101.06
HIGH 100.21
0.618 99.69
0.500 99.53
0.382 99.36
LOW 98.84
0.618 97.99
1.000 97.47
1.618 96.62
2.618 95.25
4.250 93.02
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 99.72 99.05
PP 99.62 98.28
S1 99.53 97.51

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

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