NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 98.21 100.47 2.26 2.3% 101.60
High 101.60 100.47 -1.13 -1.1% 102.68
Low 98.03 94.65 -3.38 -3.4% 97.78
Close 100.48 95.37 -5.11 -5.1% 99.75
Range 3.57 5.82 2.25 63.0% 4.90
ATR 2.65 2.88 0.23 8.5% 0.00
Volume 53,778 81,947 28,169 52.4% 253,003
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 114.29 110.65 98.57
R3 108.47 104.83 96.97
R2 102.65 102.65 96.44
R1 99.01 99.01 95.90 97.92
PP 96.83 96.83 96.83 96.29
S1 93.19 93.19 94.84 92.10
S2 91.01 91.01 94.30
S3 85.19 87.37 93.77
S4 79.37 81.55 92.17
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
5 102.02 94.65 7.37 7.7% 3.54 3.7% 10% False True 67,567
10 102.68 94.65 8.03 8.4% 2.73 2.9% 9% False True 53,042
20 103.20 94.65 8.55 9.0% 2.90 3.0% 8% False True 49,884
40 103.20 84.69 18.51 19.4% 2.76 2.9% 58% False False 42,166
60 103.20 75.90 27.30 28.6% 2.88 3.0% 71% False False 34,272
80 103.20 75.90 27.30 28.6% 2.74 2.9% 71% False False 28,955
100 103.20 75.90 27.30 28.6% 2.85 3.0% 71% False False 24,814
120 103.20 75.90 27.30 28.6% 2.65 2.8% 71% False False 21,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 125.21
2.618 115.71
1.618 109.89
1.000 106.29
0.618 104.07
HIGH 100.47
0.618 98.25
0.500 97.56
0.382 96.87
LOW 94.65
0.618 91.05
1.000 88.83
1.618 85.23
2.618 79.41
4.250 69.92
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 97.56 98.13
PP 96.83 97.21
S1 96.10 96.29

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

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