NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 99.96 101.14 1.18 1.2% 93.50
High 101.61 101.22 -0.39 -0.4% 100.23
Low 99.74 99.34 -0.40 -0.4% 93.50
Close 101.22 99.59 -1.63 -1.6% 99.68
Range 1.87 1.88 0.01 0.5% 6.73
ATR 2.00 1.99 -0.01 -0.4% 0.00
Volume 2,837 1,890 -947 -33.4% 22,954
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 105.69 104.52 100.62
R3 103.81 102.64 100.11
R2 101.93 101.93 99.93
R1 100.76 100.76 99.76 100.41
PP 100.05 100.05 100.05 99.87
S1 98.88 98.88 99.42 98.53
S2 98.17 98.17 99.25
S3 96.29 97.00 99.07
S4 94.41 95.12 98.56
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 117.99 115.57 103.38
R3 111.26 108.84 101.53
R2 104.53 104.53 100.91
R1 102.11 102.11 100.30 103.32
PP 97.80 97.80 97.80 98.41
S1 95.38 95.38 99.06 96.59
S2 91.07 91.07 98.45
S3 84.34 88.65 97.83
S4 77.61 81.92 95.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.61 97.35 4.26 4.3% 1.41 1.4% 53% False False 3,607
10 101.61 93.45 8.16 8.2% 2.04 2.0% 75% False False 4,715
20 101.71 93.45 8.26 8.3% 1.78 1.8% 74% False False 5,473
40 101.71 89.40 12.31 12.4% 1.84 1.8% 83% False False 6,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109.21
2.618 106.14
1.618 104.26
1.000 103.10
0.618 102.38
HIGH 101.22
0.618 100.50
0.500 100.28
0.382 100.06
LOW 99.34
0.618 98.18
1.000 97.46
1.618 96.30
2.618 94.42
4.250 91.35
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 100.28 100.48
PP 100.05 100.18
S1 99.82 99.89

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

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