NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 101.00 99.20 -1.80 -1.8% 101.92
High 102.98 100.19 -2.79 -2.7% 103.41
Low 98.50 97.70 -0.80 -0.8% 97.70
Close 99.10 98.70 -0.40 -0.4% 98.70
Range 4.48 2.49 -1.99 -44.4% 5.71
ATR 2.55 2.55 0.00 -0.2% 0.00
Volume 341,400 290,768 -50,632 -14.8% 1,465,924
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 106.33 105.01 100.07
R3 103.84 102.52 99.38
R2 101.35 101.35 99.16
R1 100.03 100.03 98.93 99.45
PP 98.86 98.86 98.86 98.57
S1 97.54 97.54 98.47 96.96
S2 96.37 96.37 98.24
S3 93.88 95.05 98.02
S4 91.39 92.56 97.33
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 117.07 113.59 101.84
R3 111.36 107.88 100.27
R2 105.65 105.65 99.75
R1 102.17 102.17 99.22 101.06
PP 99.94 99.94 99.94 99.38
S1 96.46 96.46 98.18 95.35
S2 94.23 94.23 97.65
S3 88.52 90.75 97.13
S4 82.81 85.04 95.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.41 97.70 5.71 5.8% 2.61 2.6% 18% False True 293,184
10 103.74 97.70 6.04 6.1% 2.43 2.5% 17% False True 265,935
20 103.74 92.70 11.04 11.2% 2.31 2.3% 54% False False 209,987
40 103.74 92.70 11.04 11.2% 2.64 2.7% 54% False False 143,856
60 103.74 84.57 19.17 19.4% 2.67 2.7% 74% False False 110,228
80 103.74 75.66 28.08 28.4% 2.81 2.9% 82% False False 88,044
100 103.74 75.66 28.08 28.4% 2.73 2.8% 82% False False 72,660
120 103.74 75.66 28.08 28.4% 2.82 2.9% 82% False False 61,749
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.77
2.618 106.71
1.618 104.22
1.000 102.68
0.618 101.73
HIGH 100.19
0.618 99.24
0.500 98.95
0.382 98.65
LOW 97.70
0.618 96.16
1.000 95.21
1.618 93.67
2.618 91.18
4.250 87.12
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 98.95 100.34
PP 98.86 99.79
S1 98.78 99.25

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

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