NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 95.02 93.63 -1.39 -1.5% 99.76
High 96.19 94.97 -1.22 -1.3% 101.45
Low 93.50 92.70 -0.80 -0.9% 92.70
Close 94.07 93.75 -0.32 -0.3% 93.75
Range 2.69 2.27 -0.42 -15.6% 8.75
ATR 2.95 2.90 -0.05 -1.6% 0.00
Volume 154,950 119,627 -35,323 -22.8% 627,091
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 100.62 99.45 95.00
R3 98.35 97.18 94.37
R2 96.08 96.08 94.17
R1 94.91 94.91 93.96 95.50
PP 93.81 93.81 93.81 94.10
S1 92.64 92.64 93.54 93.23
S2 91.54 91.54 93.33
S3 89.27 90.37 93.13
S4 87.00 88.10 92.50
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 122.22 116.73 98.56
R3 113.47 107.98 96.16
R2 104.72 104.72 95.35
R1 99.23 99.23 94.55 97.60
PP 95.97 95.97 95.97 95.15
S1 90.48 90.48 92.95 88.85
S2 87.22 87.22 92.15
S3 78.47 81.73 91.34
S4 69.72 72.98 88.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.45 92.70 8.75 9.3% 3.34 3.6% 12% False True 125,418
10 102.56 92.70 9.86 10.5% 2.88 3.1% 11% False True 99,692
20 102.56 92.70 9.86 10.5% 2.75 2.9% 11% False True 83,279
40 103.28 86.28 17.00 18.1% 2.82 3.0% 44% False False 65,868
60 103.28 75.66 27.62 29.5% 2.93 3.1% 65% False False 51,449
80 103.28 75.66 27.62 29.5% 2.85 3.0% 65% False False 41,568
100 103.28 75.66 27.62 29.5% 2.93 3.1% 65% False False 34,722
120 103.28 75.66 27.62 29.5% 2.81 3.0% 65% False False 29,857
Crabel Price Patterns
NR True
NR4 True
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 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.62
2.618 100.91
1.618 98.64
1.000 97.24
0.618 96.37
HIGH 94.97
0.618 94.10
0.500 93.84
0.382 93.57
LOW 92.70
0.618 91.30
1.000 90.43
1.618 89.03
2.618 86.76
4.250 83.05
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 93.84 96.58
PP 93.81 95.63
S1 93.78 94.69

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

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