NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 94.54 97.77 3.23 3.4% 99.90
High 97.81 99.41 1.60 1.6% 101.60
Low 94.53 97.01 2.48 2.6% 92.95
Close 97.42 98.85 1.43 1.5% 93.98
Range 3.28 2.40 -0.88 -26.8% 8.65
ATR 2.80 2.78 -0.03 -1.0% 0.00
Volume 32,535 45,781 13,246 40.7% 300,539
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 105.62 104.64 100.17
R3 103.22 102.24 99.51
R2 100.82 100.82 99.29
R1 99.84 99.84 99.07 100.33
PP 98.42 98.42 98.42 98.67
S1 97.44 97.44 98.63 97.93
S2 96.02 96.02 98.41
S3 93.62 95.04 98.19
S4 91.22 92.64 97.53
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 99.41 92.95 6.46 6.5% 2.47 2.5% 91% True False 45,728
10 102.02 92.95 9.07 9.2% 3.01 3.0% 65% False False 56,648
20 102.68 92.95 9.73 9.8% 2.66 2.7% 61% False False 48,582
40 103.20 88.85 14.35 14.5% 2.67 2.7% 70% False False 43,834
60 103.20 75.90 27.30 27.6% 2.78 2.8% 84% False False 36,799
80 103.20 75.90 27.30 27.6% 2.76 2.8% 84% False False 31,333
100 103.20 75.90 27.30 27.6% 2.86 2.9% 84% False False 26,815
120 103.20 75.90 27.30 27.6% 2.70 2.7% 84% False False 23,343
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 False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.61
2.618 105.69
1.618 103.29
1.000 101.81
0.618 100.89
HIGH 99.41
0.618 98.49
0.500 98.21
0.382 97.93
LOW 97.01
0.618 95.53
1.000 94.61
1.618 93.13
2.618 90.73
4.250 86.81
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 98.64 97.97
PP 98.42 97.09
S1 98.21 96.21

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

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