NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 98.06 100.45 2.39 2.4% 101.30
High 101.45 100.45 -1.00 -1.0% 102.56
Low 97.86 94.43 -3.43 -3.5% 97.57
Close 100.32 95.14 -5.18 -5.2% 99.60
Range 3.59 6.02 2.43 67.7% 4.99
ATR 2.73 2.96 0.24 8.6% 0.00
Volume 90,872 156,762 65,890 72.5% 369,832
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 114.73 110.96 98.45
R3 108.71 104.94 96.80
R2 102.69 102.69 96.24
R1 98.92 98.92 95.69 97.80
PP 96.67 96.67 96.67 96.11
S1 92.90 92.90 94.59 91.78
S2 90.65 90.65 94.04
S3 84.63 86.88 93.48
S4 78.61 80.86 91.83
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
5 101.88 94.43 7.45 7.8% 3.64 3.8% 10% False True 110,909
10 102.56 94.43 8.13 8.5% 2.79 2.9% 9% False True 86,612
20 103.28 94.43 8.85 9.3% 2.97 3.1% 8% False True 77,726
40 103.28 84.57 18.71 19.7% 2.85 3.0% 56% False False 60,349
60 103.28 75.66 27.62 29.0% 2.98 3.1% 71% False False 47,396
80 103.28 75.66 27.62 29.0% 2.84 3.0% 71% False False 38,328
100 103.28 75.66 27.62 29.0% 2.93 3.1% 71% False False 32,102
120 103.28 75.66 27.62 29.0% 2.79 2.9% 71% False False 27,658
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 126.04
2.618 116.21
1.618 110.19
1.000 106.47
0.618 104.17
HIGH 100.45
0.618 98.15
0.500 97.44
0.382 96.73
LOW 94.43
0.618 90.71
1.000 88.41
1.618 84.69
2.618 78.67
4.250 68.85
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 97.44 97.94
PP 96.67 97.01
S1 95.91 96.07

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

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