NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 98.95 100.91 1.96 2.0% 101.92
High 101.01 102.06 1.05 1.0% 103.41
Low 98.60 99.84 1.24 1.3% 97.70
Close 100.71 100.59 -0.12 -0.1% 98.70
Range 2.41 2.22 -0.19 -7.9% 5.71
ATR 2.54 2.51 -0.02 -0.9% 0.00
Volume 309,656 252,967 -56,689 -18.3% 1,465,924
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.49 106.26 101.81
R3 105.27 104.04 101.20
R2 103.05 103.05 101.00
R1 101.82 101.82 100.79 101.33
PP 100.83 100.83 100.83 100.58
S1 99.60 99.60 100.39 99.11
S2 98.61 98.61 100.18
S3 96.39 97.38 99.98
S4 94.17 95.16 99.37
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
5 102.98 97.70 5.28 5.2% 2.70 2.7% 55% False False 295,125
10 103.74 97.70 6.04 6.0% 2.39 2.4% 48% False False 283,270
20 103.74 92.77 10.97 10.9% 2.29 2.3% 71% False False 224,389
40 103.74 92.70 11.04 11.0% 2.52 2.5% 71% False False 153,834
60 103.74 86.28 17.46 17.4% 2.65 2.6% 82% False False 118,708
80 103.74 75.66 28.08 27.9% 2.77 2.8% 89% False False 94,684
100 103.74 75.66 28.08 27.9% 2.74 2.7% 89% False False 78,132
120 103.74 75.66 28.08 27.9% 2.82 2.8% 89% False False 66,334
Crabel Price Patterns
NR True
NR4 True
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 0.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.50
2.618 107.87
1.618 105.65
1.000 104.28
0.618 103.43
HIGH 102.06
0.618 101.21
0.500 100.95
0.382 100.69
LOW 99.84
0.618 98.47
1.000 97.62
1.618 96.25
2.618 94.03
4.250 90.41
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 100.95 100.35
PP 100.83 100.12
S1 100.71 99.88

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

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