NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 99.20 98.95 -0.25 -0.3% 101.92
High 100.19 101.01 0.82 0.8% 103.41
Low 97.70 98.60 0.90 0.9% 97.70
Close 98.70 100.71 2.01 2.0% 98.70
Range 2.49 2.41 -0.08 -3.2% 5.71
ATR 2.55 2.54 -0.01 -0.4% 0.00
Volume 290,768 309,656 18,888 6.5% 1,465,924
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.34 106.43 102.04
R3 104.93 104.02 101.37
R2 102.52 102.52 101.15
R1 101.61 101.61 100.93 102.07
PP 100.11 100.11 100.11 100.33
S1 99.20 99.20 100.49 99.66
S2 97.70 97.70 100.27
S3 95.29 96.79 100.05
S4 92.88 94.38 99.38
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 5.7% 2.68 2.7% 53% False False 297,908
10 103.74 97.70 6.04 6.0% 2.52 2.5% 50% False False 283,721
20 103.74 92.70 11.04 11.0% 2.29 2.3% 73% False False 217,722
40 103.74 92.70 11.04 11.0% 2.59 2.6% 73% False False 150,065
60 103.74 84.57 19.17 19.0% 2.65 2.6% 84% False False 114,868
80 103.74 75.66 28.08 27.9% 2.81 2.8% 89% False False 91,770
100 103.74 75.66 28.08 27.9% 2.73 2.7% 89% False False 75,675
120 103.74 75.66 28.08 27.9% 2.82 2.8% 89% False False 64,287
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 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.25
2.618 107.32
1.618 104.91
1.000 103.42
0.618 102.50
HIGH 101.01
0.618 100.09
0.500 99.81
0.382 99.52
LOW 98.60
0.618 97.11
1.000 96.19
1.618 94.70
2.618 92.29
4.250 88.36
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 100.41 100.59
PP 100.11 100.46
S1 99.81 100.34

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

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