NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 102.00 100.35 -1.65 -1.6% 103.03
High 103.84 101.17 -2.67 -2.6% 104.10
Low 99.52 98.89 -0.63 -0.6% 98.89
Close 100.05 99.66 -0.39 -0.4% 99.66
Range 4.32 2.28 -2.04 -47.2% 5.21
ATR 2.33 2.33 0.00 -0.2% 0.00
Volume 36,800 50,964 14,164 38.5% 218,682
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 106.75 105.48 100.91
R3 104.47 103.20 100.29
R2 102.19 102.19 100.08
R1 100.92 100.92 99.87 100.42
PP 99.91 99.91 99.91 99.65
S1 98.64 98.64 99.45 98.14
S2 97.63 97.63 99.24
S3 95.35 96.36 99.03
S4 93.07 94.08 98.41
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 116.51 113.30 102.53
R3 111.30 108.09 101.09
R2 106.09 106.09 100.62
R1 102.88 102.88 100.14 101.88
PP 100.88 100.88 100.88 100.39
S1 97.67 97.67 99.18 96.67
S2 95.67 95.67 98.70
S3 90.46 92.46 98.23
S4 85.25 87.25 96.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.10 98.89 5.21 5.2% 2.42 2.4% 15% False True 43,736
10 104.32 98.89 5.43 5.4% 2.21 2.2% 14% False True 40,886
20 104.32 93.40 10.92 11.0% 2.08 2.1% 57% False False 31,162
40 104.32 93.40 10.92 11.0% 2.36 2.4% 57% False False 32,969
60 104.32 85.00 19.32 19.4% 2.40 2.4% 76% False False 32,243
80 104.32 76.65 27.67 27.8% 2.56 2.6% 83% False False 29,669
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.86
2.618 107.14
1.618 104.86
1.000 103.45
0.618 102.58
HIGH 101.17
0.618 100.30
0.500 100.03
0.382 99.76
LOW 98.89
0.618 97.48
1.000 96.61
1.618 95.20
2.618 92.92
4.250 89.20
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 100.03 101.37
PP 99.91 100.80
S1 99.78 100.23

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

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