NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 101.92 101.30 -0.62 -0.6% 99.70
High 102.15 103.41 1.26 1.2% 103.74
Low 100.10 101.30 1.20 1.2% 99.65
Close 101.31 102.24 0.93 0.9% 101.56
Range 2.05 2.11 0.06 2.9% 4.09
ATR 2.47 2.44 -0.03 -1.0% 0.00
Volume 286,039 266,882 -19,157 -6.7% 1,061,635
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.65 107.55 103.40
R3 106.54 105.44 102.82
R2 104.43 104.43 102.63
R1 103.33 103.33 102.43 103.88
PP 102.32 102.32 102.32 102.59
S1 101.22 101.22 102.05 101.77
S2 100.21 100.21 101.85
S3 98.10 99.11 101.66
S4 95.99 97.00 101.08
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
5 103.74 100.10 3.64 3.6% 2.07 2.0% 59% False False 271,415
10 103.74 98.30 5.44 5.3% 2.21 2.2% 72% False False 214,867
20 103.74 92.70 11.04 10.8% 2.45 2.4% 86% False False 181,962
40 103.74 92.70 11.04 10.8% 2.56 2.5% 86% False False 124,396
60 103.74 84.50 19.24 18.8% 2.67 2.6% 92% False False 96,216
80 103.74 75.66 28.08 27.5% 2.79 2.7% 95% False False 77,086
100 103.74 75.66 28.08 27.5% 2.76 2.7% 95% False False 63,753
120 103.74 75.66 28.08 27.5% 2.79 2.7% 95% False False 54,257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.38
2.618 108.93
1.618 106.82
1.000 105.52
0.618 104.71
HIGH 103.41
0.618 102.60
0.500 102.36
0.382 102.11
LOW 101.30
0.618 100.00
1.000 99.19
1.618 97.89
2.618 95.78
4.250 92.33
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 102.36 102.08
PP 102.32 101.92
S1 102.28 101.76

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

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