NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 103.29 101.35 -1.94 -1.9% 99.70
High 103.73 102.80 -0.93 -0.9% 103.74
Low 101.30 100.88 -0.42 -0.4% 99.65
Close 101.81 101.56 -0.25 -0.2% 101.56
Range 2.43 1.92 -0.51 -21.0% 4.09
ATR 2.54 2.50 -0.04 -1.7% 0.00
Volume 279,458 269,460 -9,998 -3.6% 1,061,635
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.51 106.45 102.62
R3 105.59 104.53 102.09
R2 103.67 103.67 101.91
R1 102.61 102.61 101.74 103.14
PP 101.75 101.75 101.75 102.01
S1 100.69 100.69 101.38 101.22
S2 99.83 99.83 101.21
S3 97.91 98.77 101.03
S4 95.99 96.85 100.50
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 113.92 111.83 103.81
R3 109.83 107.74 102.68
R2 105.74 105.74 102.31
R1 103.65 103.65 101.93 104.70
PP 101.65 101.65 101.65 102.17
S1 99.56 99.56 101.19 100.61
S2 97.56 97.56 100.81
S3 93.47 95.47 100.44
S4 89.38 91.38 99.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.74 98.61 5.13 5.1% 2.26 2.2% 58% False False 238,686
10 103.74 98.30 5.44 5.4% 2.04 2.0% 60% False False 181,603
20 103.74 92.70 11.04 10.9% 2.57 2.5% 80% False False 164,418
40 103.74 92.70 11.04 10.9% 2.61 2.6% 80% False False 113,179
60 103.74 83.90 19.84 19.5% 2.67 2.6% 89% False False 88,125
80 103.74 75.66 28.08 27.6% 2.78 2.7% 92% False False 70,653
100 103.74 75.66 28.08 27.6% 2.76 2.7% 92% False False 58,400
120 103.74 75.66 28.08 27.6% 2.79 2.8% 92% False False 49,717
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.96
2.618 107.83
1.618 105.91
1.000 104.72
0.618 103.99
HIGH 102.80
0.618 102.07
0.500 101.84
0.382 101.61
LOW 100.88
0.618 99.69
1.000 98.96
1.618 97.77
2.618 95.85
4.250 92.72
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 101.84 102.31
PP 101.75 102.06
S1 101.65 101.81

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

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