NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 102.25 103.03 0.78 0.8% 100.39
High 102.60 103.53 0.93 0.9% 103.74
Low 101.74 100.00 -1.74 -1.7% 100.39
Close 101.78 100.11 -1.67 -1.6% 102.37
Range 0.86 3.53 2.67 310.5% 3.35
ATR 1.68 1.81 0.13 7.9% 0.00
Volume 4,852 5,896 1,044 21.5% 35,071
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.80 109.49 102.05
R3 108.27 105.96 101.08
R2 104.74 104.74 100.76
R1 102.43 102.43 100.43 101.82
PP 101.21 101.21 101.21 100.91
S1 98.90 98.90 99.79 98.29
S2 97.68 97.68 99.46
S3 94.15 95.37 99.14
S4 90.62 91.84 98.17
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 112.22 110.64 104.21
R3 108.87 107.29 103.29
R2 105.52 105.52 102.98
R1 103.94 103.94 102.68 104.73
PP 102.17 102.17 102.17 102.56
S1 100.59 100.59 102.06 101.38
S2 98.82 98.82 101.76
S3 95.47 97.24 101.45
S4 92.12 93.89 100.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.95 100.00 3.95 3.9% 1.77 1.8% 3% False True 7,218
10 103.95 99.15 4.80 4.8% 1.59 1.6% 20% False False 6,798
20 103.95 93.40 10.55 10.5% 1.62 1.6% 64% False False 5,086
40 103.95 93.40 10.55 10.5% 1.58 1.6% 64% False False 4,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 118.53
2.618 112.77
1.618 109.24
1.000 107.06
0.618 105.71
HIGH 103.53
0.618 102.18
0.500 101.77
0.382 101.35
LOW 100.00
0.618 97.82
1.000 96.47
1.618 94.29
2.618 90.76
4.250 85.00
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 101.77 101.98
PP 101.21 101.35
S1 100.66 100.73

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

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