NYMEX Light Sweet Crude Oil Future July 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 102.20 100.67 -1.53 -1.5% 102.10
High 103.86 100.67 -3.19 -3.1% 104.07
Low 99.65 99.07 -0.58 -0.6% 99.07
Close 100.16 99.81 -0.35 -0.3% 99.81
Range 4.21 1.60 -2.61 -62.0% 5.00
ATR 2.04 2.01 -0.03 -1.5% 0.00
Volume 8,644 12,434 3,790 43.8% 54,714
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.65 103.83 100.69
R3 103.05 102.23 100.25
R2 101.45 101.45 100.10
R1 100.63 100.63 99.96 100.24
PP 99.85 99.85 99.85 99.66
S1 99.03 99.03 99.66 98.64
S2 98.25 98.25 99.52
S3 96.65 97.43 99.37
S4 95.05 95.83 98.93
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 115.98 112.90 102.56
R3 110.98 107.90 101.19
R2 105.98 105.98 100.73
R1 102.90 102.90 100.27 101.94
PP 100.98 100.98 100.98 100.51
S1 97.90 97.90 99.35 96.94
S2 95.98 95.98 98.89
S3 90.98 92.90 98.44
S4 85.98 87.90 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.07 99.07 5.00 5.0% 2.10 2.1% 15% False True 10,942
10 104.07 99.07 5.00 5.0% 1.95 2.0% 15% False True 10,532
20 104.07 93.45 10.62 10.6% 1.81 1.8% 60% False False 7,425
40 104.07 93.45 10.62 10.6% 1.93 1.9% 60% False False 7,376
60 104.07 85.15 18.92 19.0% 1.92 1.9% 77% False False 6,799
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.47
2.618 104.86
1.618 103.26
1.000 102.27
0.618 101.66
HIGH 100.67
0.618 100.06
0.500 99.87
0.382 99.68
LOW 99.07
0.618 98.08
1.000 97.47
1.618 96.48
2.618 94.88
4.250 92.27
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 99.87 101.47
PP 99.85 100.91
S1 99.83 100.36

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

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