NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 100.45 95.02 -5.43 -5.4% 101.30
High 100.45 96.19 -4.26 -4.2% 102.56
Low 94.43 93.50 -0.93 -1.0% 97.57
Close 95.14 94.07 -1.07 -1.1% 99.60
Range 6.02 2.69 -3.33 -55.3% 4.99
ATR 2.96 2.95 -0.02 -0.7% 0.00
Volume 156,762 154,950 -1,812 -1.2% 369,832
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 102.66 101.05 95.55
R3 99.97 98.36 94.81
R2 97.28 97.28 94.56
R1 95.67 95.67 94.32 95.13
PP 94.59 94.59 94.59 94.32
S1 92.98 92.98 93.82 92.44
S2 91.90 91.90 93.58
S3 89.21 90.29 93.33
S4 86.52 87.60 92.59
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
5 101.45 93.50 7.95 8.5% 3.39 3.6% 7% False True 119,519
10 102.56 93.50 9.06 9.6% 2.83 3.0% 6% False True 94,951
20 103.28 93.50 9.78 10.4% 2.88 3.1% 6% False True 82,409
40 103.28 84.57 18.71 19.9% 2.83 3.0% 51% False False 63,441
60 103.28 75.66 27.62 29.4% 2.98 3.2% 67% False False 49,786
80 103.28 75.66 27.62 29.4% 2.84 3.0% 67% False False 40,164
100 103.28 75.66 27.62 29.4% 2.93 3.1% 67% False False 33,601
120 103.28 75.66 27.62 29.4% 2.81 3.0% 67% False False 28,891
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 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.62
2.618 103.23
1.618 100.54
1.000 98.88
0.618 97.85
HIGH 96.19
0.618 95.16
0.500 94.85
0.382 94.53
LOW 93.50
0.618 91.84
1.000 90.81
1.618 89.15
2.618 86.46
4.250 82.07
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 94.85 97.48
PP 94.59 96.34
S1 94.33 95.21

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

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