NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 102.32 100.40 -1.92 -1.9% 101.17
High 102.84 100.40 -2.44 -2.4% 103.00
Low 101.35 99.38 -1.97 -1.9% 99.38
Close 101.52 99.62 -1.90 -1.9% 99.62
Range 1.49 1.02 -0.47 -31.5% 3.62
ATR 1.76 1.79 0.03 1.5% 0.00
Volume 6,203 8,564 2,361 38.1% 31,284
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 102.86 102.26 100.18
R3 101.84 101.24 99.90
R2 100.82 100.82 99.81
R1 100.22 100.22 99.71 100.01
PP 99.80 99.80 99.80 99.70
S1 99.20 99.20 99.53 98.99
S2 98.78 98.78 99.43
S3 97.76 98.18 99.34
S4 96.74 97.16 99.06
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.53 109.19 101.61
R3 107.91 105.57 100.62
R2 104.29 104.29 100.28
R1 101.95 101.95 99.95 101.31
PP 100.67 100.67 100.67 100.35
S1 98.33 98.33 99.29 97.69
S2 97.05 97.05 98.96
S3 93.43 94.71 98.62
S4 89.81 91.09 97.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.00 99.37 3.63 3.6% 1.24 1.2% 7% False False 7,722
10 103.95 99.37 4.58 4.6% 1.51 1.5% 5% False False 7,470
20 103.95 97.68 6.27 6.3% 1.37 1.4% 31% False False 5,963
40 103.95 93.40 10.55 10.6% 1.47 1.5% 59% False False 5,028
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.74
2.618 103.07
1.618 102.05
1.000 101.42
0.618 101.03
HIGH 100.40
0.618 100.01
0.500 99.89
0.382 99.77
LOW 99.38
0.618 98.75
1.000 98.36
1.618 97.73
2.618 96.71
4.250 95.05
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 99.89 101.19
PP 99.80 100.67
S1 99.71 100.14

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

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