NYMEX Light Sweet Crude Oil Future September 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 101.25 99.53 -1.72 -1.7% 100.39
High 101.25 100.84 -0.41 -0.4% 102.55
Low 99.43 99.53 0.10 0.1% 99.43
Close 99.61 100.67 1.06 1.1% 99.61
Range 1.82 1.31 -0.51 -28.0% 3.12
ATR 1.82 1.78 -0.04 -2.0% 0.00
Volume 15,360 13,315 -2,045 -13.3% 44,583
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.28 103.78 101.39
R3 102.97 102.47 101.03
R2 101.66 101.66 100.91
R1 101.16 101.16 100.79 101.41
PP 100.35 100.35 100.35 100.47
S1 99.85 99.85 100.55 100.10
S2 99.04 99.04 100.43
S3 97.73 98.54 100.31
S4 96.42 97.23 99.95
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.89 107.87 101.33
R3 106.77 104.75 100.47
R2 103.65 103.65 100.18
R1 101.63 101.63 99.90 101.08
PP 100.53 100.53 100.53 100.26
S1 98.51 98.51 99.32 97.96
S2 97.41 97.41 99.04
S3 94.29 95.39 98.75
S4 91.17 92.27 97.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.55 99.43 3.12 3.1% 1.38 1.4% 40% False False 11,579
10 103.67 99.12 4.55 4.5% 1.70 1.7% 34% False False 9,698
20 103.67 98.15 5.52 5.5% 1.38 1.4% 46% False False 7,286
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 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.41
2.618 104.27
1.618 102.96
1.000 102.15
0.618 101.65
HIGH 100.84
0.618 100.34
0.500 100.19
0.382 100.03
LOW 99.53
0.618 98.72
1.000 98.22
1.618 97.41
2.618 96.10
4.250 93.96
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 100.51 100.99
PP 100.35 100.88
S1 100.19 100.78

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

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