NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 98.23 99.76 1.53 1.6% 101.30
High 100.08 99.87 -0.21 -0.2% 102.56
Low 97.57 97.74 0.17 0.2% 97.57
Close 99.60 97.99 -1.61 -1.6% 99.60
Range 2.51 2.13 -0.38 -15.1% 4.99
ATR 2.70 2.66 -0.04 -1.5% 0.00
Volume 90,135 104,880 14,745 16.4% 369,832
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 104.92 103.59 99.16
R3 102.79 101.46 98.58
R2 100.66 100.66 98.38
R1 99.33 99.33 98.19 98.93
PP 98.53 98.53 98.53 98.34
S1 97.20 97.20 97.79 96.80
S2 96.40 96.40 97.60
S3 94.27 95.07 97.40
S4 92.14 92.94 96.82
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 114.88 112.23 102.34
R3 109.89 107.24 100.97
R2 104.90 104.90 100.51
R1 102.25 102.25 100.06 101.08
PP 99.91 99.91 99.91 99.33
S1 97.26 97.26 99.14 96.09
S2 94.92 94.92 98.69
S3 89.93 92.27 98.23
S4 84.94 87.28 96.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.09 97.57 4.52 4.6% 2.41 2.5% 9% False False 84,094
10 102.56 97.39 5.17 5.3% 2.38 2.4% 12% False False 76,142
20 103.28 95.16 8.12 8.3% 2.70 2.8% 35% False False 70,284
40 103.28 84.57 18.71 19.1% 2.75 2.8% 72% False False 55,340
60 103.28 75.66 27.62 28.2% 2.90 3.0% 81% False False 43,687
80 103.28 75.66 27.62 28.2% 2.79 2.8% 81% False False 35,456
100 103.28 75.66 27.62 28.2% 2.86 2.9% 81% False False 29,734
120 103.28 75.66 27.62 28.2% 2.75 2.8% 81% False False 25,677
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.92
2.618 105.45
1.618 103.32
1.000 102.00
0.618 101.19
HIGH 99.87
0.618 99.06
0.500 98.81
0.382 98.55
LOW 97.74
0.618 96.42
1.000 95.61
1.618 94.29
2.618 92.16
4.250 88.69
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 98.81 99.73
PP 98.53 99.15
S1 98.26 98.57

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

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