NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 101.14 98.47 -2.67 -2.6% 101.60
High 102.02 100.20 -1.82 -1.8% 102.68
Low 98.10 97.78 -0.32 -0.3% 97.78
Close 98.74 99.75 1.01 1.0% 99.75
Range 3.92 2.42 -1.50 -38.3% 4.90
ATR 2.65 2.63 -0.02 -0.6% 0.00
Volume 90,191 56,258 -33,933 -37.6% 253,003
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 106.50 105.55 101.08
R3 104.08 103.13 100.42
R2 101.66 101.66 100.19
R1 100.71 100.71 99.97 101.19
PP 99.24 99.24 99.24 99.48
S1 98.29 98.29 99.53 98.77
S2 96.82 96.82 99.31
S3 94.40 95.87 99.08
S4 91.98 93.45 98.42
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 114.77 112.16 102.45
R3 109.87 107.26 101.10
R2 104.97 104.97 100.65
R1 102.36 102.36 100.20 101.22
PP 100.07 100.07 100.07 99.50
S1 97.46 97.46 99.30 96.32
S2 95.17 95.17 98.85
S3 90.27 92.56 98.40
S4 85.37 87.66 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.68 97.78 4.90 4.9% 2.38 2.4% 40% False True 50,600
10 102.68 97.37 5.31 5.3% 2.48 2.5% 45% False False 45,533
20 103.20 95.30 7.90 7.9% 2.60 2.6% 56% False False 45,390
40 103.20 84.69 18.51 18.6% 2.69 2.7% 81% False False 38,877
60 103.20 75.90 27.30 27.4% 2.81 2.8% 87% False False 31,589
80 103.20 75.90 27.30 27.4% 2.76 2.8% 87% False False 26,924
100 103.20 75.90 27.30 27.4% 2.79 2.8% 87% False False 23,101
120 103.20 75.90 27.30 27.4% 2.62 2.6% 87% False False 20,183
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 True
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.49
2.618 106.54
1.618 104.12
1.000 102.62
0.618 101.70
HIGH 100.20
0.618 99.28
0.500 98.99
0.382 98.70
LOW 97.78
0.618 96.28
1.000 95.36
1.618 93.86
2.618 91.44
4.250 87.50
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 99.50 100.03
PP 99.24 99.94
S1 98.99 99.84

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

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