NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 105.07 100.40 -4.67 -4.4% 112.94
High 105.30 101.35 -3.95 -3.8% 115.22
Low 99.15 97.08 -2.07 -2.1% 96.46
Close 99.59 100.44 0.85 0.9% 98.67
Range 6.15 4.27 -1.88 -30.6% 18.76
ATR 3.43 3.49 0.06 1.7% 0.00
Volume 5,605 10,020 4,415 78.8% 15,040
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 112.43 110.71 102.79
R3 108.16 106.44 101.61
R2 103.89 103.89 101.22
R1 102.17 102.17 100.83 103.03
PP 99.62 99.62 99.62 100.06
S1 97.90 97.90 100.05 98.76
S2 95.35 95.35 99.66
S3 91.08 93.63 99.27
S4 86.81 89.36 98.09
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 159.73 147.96 108.99
R3 140.97 129.20 103.83
R2 122.21 122.21 102.11
R1 110.44 110.44 100.39 106.95
PP 103.45 103.45 103.45 101.70
S1 91.68 91.68 96.95 88.19
S2 84.69 84.69 95.23
S3 65.93 72.92 93.51
S4 47.17 54.16 88.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.47 96.46 9.01 9.0% 5.00 5.0% 44% False False 6,005
10 115.22 96.46 18.76 18.7% 4.31 4.3% 21% False False 4,299
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.50
2.618 112.53
1.618 108.26
1.000 105.62
0.618 103.99
HIGH 101.35
0.618 99.72
0.500 99.22
0.382 98.71
LOW 97.08
0.618 94.44
1.000 92.81
1.618 90.17
2.618 85.90
4.250 78.93
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 100.03 101.28
PP 99.62 101.00
S1 99.22 100.72

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

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