NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 100.40 98.71 -1.69 -1.7% 101.17
High 100.40 101.00 0.60 0.6% 103.00
Low 99.38 98.71 -0.67 -0.7% 99.38
Close 99.62 100.69 1.07 1.1% 99.62
Range 1.02 2.29 1.27 124.5% 3.62
ATR 1.79 1.83 0.04 2.0% 0.00
Volume 8,564 10,099 1,535 17.9% 31,284
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.00 106.14 101.95
R3 104.71 103.85 101.32
R2 102.42 102.42 101.11
R1 101.56 101.56 100.90 101.99
PP 100.13 100.13 100.13 100.35
S1 99.27 99.27 100.48 99.70
S2 97.84 97.84 100.27
S3 95.55 96.98 100.06
S4 93.26 94.69 99.43
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 98.71 4.29 4.3% 1.52 1.5% 46% False True 8,276
10 103.95 98.71 5.24 5.2% 1.59 1.6% 38% False True 7,608
20 103.95 98.57 5.38 5.3% 1.43 1.4% 39% False False 6,305
40 103.95 93.40 10.55 10.5% 1.52 1.5% 69% False False 5,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 110.73
2.618 107.00
1.618 104.71
1.000 103.29
0.618 102.42
HIGH 101.00
0.618 100.13
0.500 99.86
0.382 99.58
LOW 98.71
0.618 97.29
1.000 96.42
1.618 95.00
2.618 92.71
4.250 88.98
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 100.41 100.78
PP 100.13 100.75
S1 99.86 100.72

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

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