NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 99.70 102.99 3.29 3.3% 99.92
High 103.18 103.74 0.56 0.5% 101.77
Low 99.65 101.88 2.23 2.2% 98.30
Close 102.96 103.22 0.26 0.3% 98.83
Range 3.53 1.86 -1.67 -47.3% 3.47
ATR 2.60 2.55 -0.05 -2.0% 0.00
Volume 257,479 255,238 -2,241 -0.9% 534,115
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.53 107.73 104.24
R3 106.67 105.87 103.73
R2 104.81 104.81 103.56
R1 104.01 104.01 103.39 104.41
PP 102.95 102.95 102.95 103.15
S1 102.15 102.15 103.05 102.55
S2 101.09 101.09 102.88
S3 99.23 100.29 102.71
S4 97.37 98.43 102.20
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
5 103.74 98.30 5.44 5.3% 2.23 2.2% 90% True False 187,570
10 103.74 94.24 9.50 9.2% 2.19 2.1% 95% True False 170,473
20 103.74 92.70 11.04 10.7% 2.52 2.4% 95% True False 142,650
40 103.74 92.70 11.04 10.7% 2.62 2.5% 95% True False 101,327
60 103.74 83.22 20.52 19.9% 2.69 2.6% 97% True False 79,702
80 103.74 75.66 28.08 27.2% 2.80 2.7% 98% True False 64,134
100 103.74 75.66 28.08 27.2% 2.77 2.7% 98% True False 53,149
120 103.74 75.66 28.08 27.2% 2.80 2.7% 98% True False 45,242
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.65
2.618 108.61
1.618 106.75
1.000 105.60
0.618 104.89
HIGH 103.74
0.618 103.03
0.500 102.81
0.382 102.59
LOW 101.88
0.618 100.73
1.000 100.02
1.618 98.87
2.618 97.01
4.250 93.98
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 103.08 102.54
PP 102.95 101.86
S1 102.81 101.18

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

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