NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 93.40 95.15 1.75 1.9% 99.12
High 94.58 97.31 2.73 2.9% 101.08
Low 93.40 95.15 1.75 1.9% 93.46
Close 94.14 97.13 2.99 3.2% 94.14
Range 1.18 2.16 0.98 83.1% 7.62
ATR 1.86 1.95 0.09 5.1% 0.00
Volume 4,372 1,784 -2,588 -59.2% 22,313
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 103.01 102.23 98.32
R3 100.85 100.07 97.72
R2 98.69 98.69 97.53
R1 97.91 97.91 97.33 98.30
PP 96.53 96.53 96.53 96.73
S1 95.75 95.75 96.93 96.14
S2 94.37 94.37 96.73
S3 92.21 93.59 96.54
S4 90.05 91.43 95.94
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.09 114.23 98.33
R3 111.47 106.61 96.24
R2 103.85 103.85 95.54
R1 98.99 98.99 94.84 97.61
PP 96.23 96.23 96.23 95.54
S1 91.37 91.37 93.44 89.99
S2 88.61 88.61 92.74
S3 80.99 83.75 92.04
S4 73.37 76.13 89.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.69 93.40 6.29 6.5% 2.24 2.3% 59% False False 4,214
10 101.08 93.40 7.68 7.9% 1.96 2.0% 49% False False 3,808
20 101.48 93.40 8.08 8.3% 1.58 1.6% 46% False False 4,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.49
2.618 102.96
1.618 100.80
1.000 99.47
0.618 98.64
HIGH 97.31
0.618 96.48
0.500 96.23
0.382 95.98
LOW 95.15
0.618 93.82
1.000 92.99
1.618 91.66
2.618 89.50
4.250 85.97
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 96.83 96.54
PP 96.53 95.95
S1 96.23 95.36

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

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