NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 100.80 100.90 0.10 0.1% 98.95
High 101.66 100.90 -0.76 -0.7% 102.28
Low 100.20 99.50 -0.70 -0.7% 98.56
Close 100.60 99.85 -0.75 -0.7% 100.60
Range 1.46 1.40 -0.06 -4.1% 3.72
ATR 2.22 2.16 -0.06 -2.6% 0.00
Volume 47,271 31,999 -15,272 -32.3% 239,863
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.28 103.47 100.62
R3 102.88 102.07 100.24
R2 101.48 101.48 100.11
R1 100.67 100.67 99.98 100.38
PP 100.08 100.08 100.08 99.94
S1 99.27 99.27 99.72 98.98
S2 98.68 98.68 99.59
S3 97.28 97.87 99.47
S4 95.88 96.47 99.08
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.64 109.84 102.65
R3 107.92 106.12 101.62
R2 104.20 104.20 101.28
R1 102.40 102.40 100.94 103.30
PP 100.48 100.48 100.48 100.93
S1 98.68 98.68 100.26 99.58
S2 96.76 96.76 99.92
S3 93.04 94.96 99.58
S4 89.32 91.24 98.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.28 98.65 3.63 3.6% 1.81 1.8% 33% False False 42,205
10 102.93 98.56 4.37 4.4% 2.05 2.1% 30% False False 47,384
20 104.32 98.56 5.76 5.8% 2.13 2.1% 22% False False 44,135
40 104.32 93.40 10.92 10.9% 2.18 2.2% 59% False False 35,609
60 104.32 90.09 14.23 14.3% 2.28 2.3% 69% False False 34,464
80 104.32 78.63 25.69 25.7% 2.37 2.4% 83% False False 33,273
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 0.52
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 106.85
2.618 104.57
1.618 103.17
1.000 102.30
0.618 101.77
HIGH 100.90
0.618 100.37
0.500 100.20
0.382 100.03
LOW 99.50
0.618 98.63
1.000 98.10
1.618 97.23
2.618 95.83
4.250 93.55
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 100.20 100.89
PP 100.08 100.54
S1 99.97 100.20

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

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