NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 103.00 102.32 -0.68 -0.7% 102.75
High 103.00 102.84 -0.16 -0.2% 103.95
Low 101.01 101.35 0.34 0.3% 99.37
Close 101.45 101.52 0.07 0.1% 99.82
Range 1.99 1.49 -0.50 -25.1% 4.58
ATR 1.79 1.76 -0.02 -1.2% 0.00
Volume 6,533 6,203 -330 -5.1% 34,700
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 106.37 105.44 102.34
R3 104.88 103.95 101.93
R2 103.39 103.39 101.79
R1 102.46 102.46 101.66 102.18
PP 101.90 101.90 101.90 101.77
S1 100.97 100.97 101.38 100.69
S2 100.41 100.41 101.25
S3 98.92 99.48 101.11
S4 97.43 97.99 100.70
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% 1.74 1.7% 52% False False 7,189
10 103.95 99.37 4.58 4.5% 1.58 1.6% 47% False False 7,521
20 103.95 95.15 8.80 8.7% 1.43 1.4% 72% False False 5,624
40 103.95 93.40 10.55 10.4% 1.48 1.5% 77% False False 4,977
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.17
2.618 106.74
1.618 105.25
1.000 104.33
0.618 103.76
HIGH 102.84
0.618 102.27
0.500 102.10
0.382 101.92
LOW 101.35
0.618 100.43
1.000 99.86
1.618 98.94
2.618 97.45
4.250 95.02
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 102.10 102.01
PP 101.90 101.84
S1 101.71 101.68

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

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