NYMEX Light Sweet Crude Oil Future July 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 100.25 102.91 2.66 2.7% 99.96
High 103.30 104.00 0.70 0.7% 101.61
Low 100.25 102.30 2.05 2.0% 98.90
Close 103.15 103.71 0.56 0.5% 99.38
Range 3.05 1.70 -1.35 -44.3% 2.71
ATR 2.02 1.99 -0.02 -1.1% 0.00
Volume 5,995 17,032 11,037 184.1% 13,926
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.44 107.77 104.65
R3 106.74 106.07 104.18
R2 105.04 105.04 104.02
R1 104.37 104.37 103.87 104.71
PP 103.34 103.34 103.34 103.50
S1 102.67 102.67 103.55 103.01
S2 101.64 101.64 103.40
S3 99.94 100.97 103.24
S4 98.24 99.27 102.78
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
5 104.00 98.90 5.10 4.9% 1.77 1.7% 94% True False 6,823
10 104.00 94.65 9.35 9.0% 1.71 1.6% 97% True False 5,335
20 104.00 93.45 10.55 10.2% 1.89 1.8% 97% True False 5,548
40 104.00 93.12 10.88 10.5% 1.93 1.9% 97% True False 6,386
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.23
2.618 108.45
1.618 106.75
1.000 105.70
0.618 105.05
HIGH 104.00
0.618 103.35
0.500 103.15
0.382 102.95
LOW 102.30
0.618 101.25
1.000 100.60
1.618 99.55
2.618 97.85
4.250 95.08
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 103.52 103.01
PP 103.34 102.31
S1 103.15 101.61

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

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