NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 99.78 99.70 -0.08 -0.1% 99.92
High 100.16 103.18 3.02 3.0% 101.77
Low 98.61 99.65 1.04 1.1% 98.30
Close 98.83 102.96 4.13 4.2% 98.83
Range 1.55 3.53 1.98 127.7% 3.47
ATR 2.47 2.60 0.13 5.4% 0.00
Volume 131,798 257,479 125,681 95.4% 534,115
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 112.52 111.27 104.90
R3 108.99 107.74 103.93
R2 105.46 105.46 103.61
R1 104.21 104.21 103.28 104.84
PP 101.93 101.93 101.93 102.24
S1 100.68 100.68 102.64 101.31
S2 98.40 98.40 102.31
S3 94.87 97.15 101.99
S4 91.34 93.62 101.02
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 110.04 107.91 100.74
R3 106.57 104.44 99.78
R2 103.10 103.10 99.47
R1 100.97 100.97 99.15 100.30
PP 99.63 99.63 99.63 99.30
S1 97.50 97.50 98.51 96.83
S2 96.16 96.16 98.19
S3 92.69 94.03 97.88
S4 89.22 90.56 96.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.18 98.30 4.88 4.7% 2.34 2.3% 95% True False 158,318
10 103.18 92.77 10.41 10.1% 2.19 2.1% 98% True False 165,508
20 103.18 92.70 10.48 10.2% 2.54 2.5% 98% True False 132,600
40 103.28 92.70 10.58 10.3% 2.62 2.5% 97% False False 95,741
60 103.28 81.81 21.47 20.9% 2.70 2.6% 99% False False 75,927
80 103.28 75.66 27.62 26.8% 2.82 2.7% 99% False False 61,146
100 103.28 75.66 27.62 26.8% 2.79 2.7% 99% False False 50,669
120 103.28 75.66 27.62 26.8% 2.81 2.7% 99% False False 43,164
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 0.41
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 118.18
2.618 112.42
1.618 108.89
1.000 106.71
0.618 105.36
HIGH 103.18
0.618 101.83
0.500 101.42
0.382 101.00
LOW 99.65
0.618 97.47
1.000 96.12
1.618 93.94
2.618 90.41
4.250 84.65
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 102.45 102.22
PP 101.93 101.48
S1 101.42 100.74

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

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