NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 100.70 103.21 2.51 2.5% 100.07
High 103.52 104.19 0.67 0.6% 101.89
Low 100.70 102.36 1.66 1.6% 98.83
Close 103.35 103.82 0.47 0.5% 99.48
Range 2.82 1.83 -0.99 -35.1% 3.06
ATR 2.35 2.31 -0.04 -1.6% 0.00
Volume 19,093 64,993 45,900 240.4% 58,737
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.95 108.21 104.83
R3 107.12 106.38 104.32
R2 105.29 105.29 104.16
R1 104.55 104.55 103.99 104.92
PP 103.46 103.46 103.46 103.64
S1 102.72 102.72 103.65 103.09
S2 101.63 101.63 103.48
S3 99.80 100.89 103.32
S4 97.97 99.06 102.81
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 109.25 107.42 101.16
R3 106.19 104.36 100.32
R2 103.13 103.13 100.04
R1 101.30 101.30 99.76 100.69
PP 100.07 100.07 100.07 99.76
S1 98.24 98.24 99.20 97.63
S2 97.01 97.01 98.92
S3 93.95 95.18 98.64
S4 90.89 92.12 97.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.19 98.83 5.36 5.2% 1.96 1.9% 93% True False 26,455
10 104.19 94.81 9.38 9.0% 1.93 1.9% 96% True False 22,938
20 104.19 93.40 10.79 10.4% 2.25 2.2% 97% True False 26,527
40 104.19 93.19 11.00 10.6% 2.33 2.2% 97% True False 30,339
60 104.19 84.11 20.08 19.3% 2.41 2.3% 98% True False 29,960
80 104.19 76.65 27.54 26.5% 2.55 2.5% 99% True False 27,487
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.97
2.618 108.98
1.618 107.15
1.000 106.02
0.618 105.32
HIGH 104.19
0.618 103.49
0.500 103.28
0.382 103.06
LOW 102.36
0.618 101.23
1.000 100.53
1.618 99.40
2.618 97.57
4.250 94.58
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 103.64 103.10
PP 103.46 102.37
S1 103.28 101.65

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

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