NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 93.96 94.54 0.58 0.6% 99.90
High 94.81 97.81 3.00 3.2% 101.60
Low 93.00 94.53 1.53 1.6% 92.95
Close 94.25 97.42 3.17 3.4% 93.98
Range 1.81 3.28 1.47 81.2% 8.65
ATR 2.75 2.80 0.06 2.1% 0.00
Volume 41,176 32,535 -8,641 -21.0% 300,539
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 106.43 105.20 99.22
R3 103.15 101.92 98.32
R2 99.87 99.87 98.02
R1 98.64 98.64 97.72 99.26
PP 96.59 96.59 96.59 96.89
S1 95.36 95.36 97.12 95.98
S2 93.31 93.31 96.82
S3 90.03 92.08 96.52
S4 86.75 88.80 95.62
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 122.13 116.70 98.74
R3 113.48 108.05 96.36
R2 104.83 104.83 95.57
R1 99.40 99.40 94.77 97.79
PP 96.18 96.18 96.18 95.37
S1 90.75 90.75 93.19 89.14
S2 87.53 87.53 92.39
S3 78.88 82.10 91.60
S4 70.23 73.45 89.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.47 92.95 7.52 7.7% 3.16 3.2% 59% False False 52,961
10 102.28 92.95 9.33 9.6% 2.99 3.1% 48% False False 55,754
20 102.68 92.95 9.73 10.0% 2.64 2.7% 46% False False 48,394
40 103.20 88.85 14.35 14.7% 2.68 2.8% 60% False False 44,536
60 103.20 75.90 27.30 28.0% 2.79 2.9% 79% False False 36,223
80 103.20 75.90 27.30 28.0% 2.75 2.8% 79% False False 30,825
100 103.20 75.90 27.30 28.0% 2.88 3.0% 79% False False 26,393
120 103.20 75.90 27.30 28.0% 2.69 2.8% 79% False False 23,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.75
2.618 106.40
1.618 103.12
1.000 101.09
0.618 99.84
HIGH 97.81
0.618 96.56
0.500 96.17
0.382 95.78
LOW 94.53
0.618 92.50
1.000 91.25
1.618 89.22
2.618 85.94
4.250 80.59
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 97.00 96.74
PP 96.59 96.06
S1 96.17 95.38

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

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