NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 101.17 103.00 1.83 1.8% 102.75
High 101.94 103.00 1.06 1.0% 103.95
Low 101.12 101.01 -0.11 -0.1% 99.37
Close 101.75 101.45 -0.30 -0.3% 99.82
Range 0.82 1.99 1.17 142.7% 4.58
ATR 1.77 1.79 0.02 0.9% 0.00
Volume 9,984 6,533 -3,451 -34.6% 34,700
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.79 106.61 102.54
R3 105.80 104.62 102.00
R2 103.81 103.81 101.81
R1 102.63 102.63 101.63 102.23
PP 101.82 101.82 101.82 101.62
S1 100.64 100.64 101.27 100.24
S2 99.83 99.83 101.09
S3 97.84 98.65 100.90
S4 95.85 96.66 100.36
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 114.79 111.88 102.34
R3 110.21 107.30 101.08
R2 105.63 105.63 100.66
R1 102.72 102.72 100.24 101.89
PP 101.05 101.05 101.05 100.63
S1 98.14 98.14 99.40 97.31
S2 96.47 96.47 98.98
S3 91.89 93.56 98.56
S4 87.31 88.98 97.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.53 99.37 4.16 4.1% 1.62 1.6% 50% False False 6,919
10 103.95 99.37 4.58 4.5% 1.58 1.6% 45% False False 8,271
20 103.95 93.40 10.55 10.4% 1.41 1.4% 76% False False 5,533
40 103.95 93.40 10.55 10.4% 1.46 1.4% 76% False False 5,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.46
2.618 108.21
1.618 106.22
1.000 104.99
0.618 104.23
HIGH 103.00
0.618 102.24
0.500 102.01
0.382 101.77
LOW 101.01
0.618 99.78
1.000 99.02
1.618 97.79
2.618 95.80
4.250 92.55
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 102.01 101.36
PP 101.82 101.27
S1 101.64 101.19

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

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