NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 100.25 100.25 0.00 0.0% 99.96
High 100.25 103.30 3.05 3.0% 101.61
Low 99.21 100.25 1.04 1.0% 98.90
Close 99.38 103.15 3.77 3.8% 99.38
Range 1.04 3.05 2.01 193.3% 2.71
ATR 1.87 2.02 0.15 7.8% 0.00
Volume 5,205 5,995 790 15.2% 13,926
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.38 110.32 104.83
R3 108.33 107.27 103.99
R2 105.28 105.28 103.71
R1 104.22 104.22 103.43 104.75
PP 102.23 102.23 102.23 102.50
S1 101.17 101.17 102.87 101.70
S2 99.18 99.18 102.59
S3 96.13 98.12 102.31
S4 93.08 95.07 101.47
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 108.09 106.45 100.87
R3 105.38 103.74 100.13
R2 102.67 102.67 99.88
R1 101.03 101.03 99.63 100.50
PP 99.96 99.96 99.96 99.70
S1 98.32 98.32 99.13 97.79
S2 97.25 97.25 98.88
S3 94.54 95.61 98.63
S4 91.83 92.90 97.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.30 98.90 4.40 4.3% 1.80 1.7% 97% True False 3,984
10 103.30 93.50 9.80 9.5% 1.67 1.6% 98% True False 4,287
20 103.30 93.45 9.85 9.5% 1.85 1.8% 98% True False 5,011
40 103.30 92.71 10.59 10.3% 1.91 1.8% 99% True False 6,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 116.26
2.618 111.28
1.618 108.23
1.000 106.35
0.618 105.18
HIGH 103.30
0.618 102.13
0.500 101.78
0.382 101.42
LOW 100.25
0.618 98.37
1.000 97.20
1.618 95.32
2.618 92.27
4.250 87.29
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 102.69 102.47
PP 102.23 101.78
S1 101.78 101.10

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

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