NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 100.91 101.14 0.23 0.2% 101.92
High 102.06 102.06 0.00 0.0% 103.41
Low 99.84 99.98 0.14 0.1% 97.70
Close 100.59 100.39 -0.20 -0.2% 98.70
Range 2.22 2.08 -0.14 -6.3% 5.71
ATR 2.51 2.48 -0.03 -1.2% 0.00
Volume 252,967 87,720 -165,247 -65.3% 1,465,924
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.05 105.80 101.53
R3 104.97 103.72 100.96
R2 102.89 102.89 100.77
R1 101.64 101.64 100.58 101.23
PP 100.81 100.81 100.81 100.60
S1 99.56 99.56 100.20 99.15
S2 98.73 98.73 100.01
S3 96.65 97.48 99.82
S4 94.57 95.40 99.25
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 5.3% 2.74 2.7% 51% False False 256,502
10 103.73 97.70 6.03 6.0% 2.41 2.4% 45% False False 266,518
20 103.74 94.24 9.50 9.5% 2.30 2.3% 65% False False 218,495
40 103.74 92.70 11.04 11.0% 2.48 2.5% 70% False False 154,572
60 103.74 87.28 16.46 16.4% 2.63 2.6% 80% False False 119,708
80 103.74 75.66 28.08 28.0% 2.75 2.7% 88% False False 95,531
100 103.74 75.66 28.08 28.0% 2.73 2.7% 88% False False 78,938
120 103.74 75.66 28.08 28.0% 2.83 2.8% 88% False False 67,033
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.67
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.90
2.618 107.51
1.618 105.43
1.000 104.14
0.618 103.35
HIGH 102.06
0.618 101.27
0.500 101.02
0.382 100.77
LOW 99.98
0.618 98.69
1.000 97.90
1.618 96.61
2.618 94.53
4.250 91.14
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 101.02 100.37
PP 100.81 100.35
S1 100.60 100.33

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

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