NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 99.85 100.07 0.22 0.2% 94.26
High 100.45 101.89 1.44 1.4% 100.45
Low 99.84 99.77 -0.07 -0.1% 93.40
Close 99.92 101.48 1.56 1.6% 99.92
Range 0.61 2.12 1.51 247.5% 7.05
ATR 2.37 2.35 -0.02 -0.8% 0.00
Volume 22,323 10,546 -11,777 -52.8% 115,836
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 107.41 106.56 102.65
R3 105.29 104.44 102.06
R2 103.17 103.17 101.87
R1 102.32 102.32 101.67 102.75
PP 101.05 101.05 101.05 101.26
S1 100.20 100.20 101.29 100.63
S2 98.93 98.93 101.09
S3 96.81 98.08 100.90
S4 94.69 95.96 100.31
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.07 116.55 103.80
R3 112.02 109.50 101.86
R2 104.97 104.97 101.21
R1 102.45 102.45 100.57 103.71
PP 97.92 97.92 97.92 98.56
S1 95.40 95.40 99.27 96.66
S2 90.87 90.87 98.63
S3 83.82 88.35 97.98
S4 76.77 81.30 96.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.89 94.81 7.08 7.0% 1.89 1.9% 94% True False 19,421
10 101.89 93.40 8.49 8.4% 2.48 2.4% 95% True False 25,258
20 102.30 93.40 8.90 8.8% 2.28 2.2% 91% False False 29,213
40 102.55 88.43 14.12 13.9% 2.41 2.4% 92% False False 29,967
60 102.55 76.65 25.90 25.5% 2.48 2.4% 96% False False 29,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.90
2.618 107.44
1.618 105.32
1.000 104.01
0.618 103.20
HIGH 101.89
0.618 101.08
0.500 100.83
0.382 100.58
LOW 99.77
0.618 98.46
1.000 97.65
1.618 96.34
2.618 94.22
4.250 90.76
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 101.26 101.11
PP 101.05 100.74
S1 100.83 100.37

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

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