NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 93.77 94.27 0.50 0.5% 99.76
High 94.63 97.63 3.00 3.2% 101.45
Low 92.77 94.24 1.47 1.6% 92.70
Close 94.05 97.24 3.19 3.4% 93.75
Range 1.86 3.39 1.53 82.3% 8.75
ATR 2.82 2.88 0.05 1.9% 0.00
Volume 205,587 230,283 24,696 12.0% 627,091
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 106.54 105.28 99.10
R3 103.15 101.89 98.17
R2 99.76 99.76 97.86
R1 98.50 98.50 97.55 99.13
PP 96.37 96.37 96.37 96.69
S1 95.11 95.11 96.93 95.74
S2 92.98 92.98 96.62
S3 89.59 91.72 96.31
S4 86.20 88.33 95.38
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
5 100.45 92.70 7.75 8.0% 3.25 3.3% 59% False False 173,441
10 102.09 92.70 9.39 9.7% 3.07 3.2% 48% False False 132,683
20 102.56 92.70 9.86 10.1% 2.71 2.8% 46% False False 98,569
40 103.28 88.96 14.32 14.7% 2.78 2.9% 58% False False 75,366
60 103.28 75.66 27.62 28.4% 2.89 3.0% 78% False False 57,964
80 103.28 75.66 27.62 28.4% 2.85 2.9% 78% False False 46,845
100 103.28 75.66 27.62 28.4% 2.96 3.0% 78% False False 39,002
120 103.28 75.66 27.62 28.4% 2.83 2.9% 78% False False 33,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.57
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.04
2.618 106.51
1.618 103.12
1.000 101.02
0.618 99.73
HIGH 97.63
0.618 96.34
0.500 95.94
0.382 95.53
LOW 94.24
0.618 92.14
1.000 90.85
1.618 88.75
2.618 85.36
4.250 79.83
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 96.81 96.55
PP 96.37 95.86
S1 95.94 95.17

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

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