NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 99.94 101.44 1.50 1.5% 93.96
High 101.88 101.82 -0.06 -0.1% 100.38
Low 99.52 99.25 -0.27 -0.3% 93.00
Close 101.46 99.51 -1.95 -1.9% 99.83
Range 2.36 2.57 0.21 8.9% 7.38
ATR 2.54 2.55 0.00 0.1% 0.00
Volume 23,034 34,297 11,263 48.9% 207,783
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 107.90 106.28 100.92
R3 105.33 103.71 100.22
R2 102.76 102.76 99.98
R1 101.14 101.14 99.75 100.67
PP 100.19 100.19 100.19 99.96
S1 98.57 98.57 99.27 98.10
S2 97.62 97.62 99.04
S3 95.05 96.00 98.80
S4 92.48 93.43 98.10
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.88 117.23 103.89
R3 112.50 109.85 101.86
R2 105.12 105.12 101.18
R1 102.47 102.47 100.51 103.80
PP 97.74 97.74 97.74 98.40
S1 95.09 95.09 99.15 96.42
S2 90.36 90.36 98.48
S3 82.98 87.71 97.80
S4 75.60 80.33 95.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.88 97.01 4.87 4.9% 1.95 2.0% 51% False False 38,280
10 101.88 92.95 8.93 9.0% 2.55 2.6% 73% False False 45,621
20 102.68 92.95 9.73 9.8% 2.48 2.5% 67% False False 47,565
40 103.20 88.85 14.35 14.4% 2.60 2.6% 74% False False 43,323
60 103.20 75.90 27.30 27.4% 2.65 2.7% 86% False False 38,314
80 103.20 75.90 27.30 27.4% 2.75 2.8% 86% False False 32,354
100 103.20 75.90 27.30 27.4% 2.79 2.8% 86% False False 28,000
120 103.20 75.90 27.30 27.4% 2.72 2.7% 86% False False 24,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112.74
2.618 108.55
1.618 105.98
1.000 104.39
0.618 103.41
HIGH 101.82
0.618 100.84
0.500 100.54
0.382 100.23
LOW 99.25
0.618 97.66
1.000 96.68
1.618 95.09
2.618 92.52
4.250 88.33
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 100.54 100.57
PP 100.19 100.21
S1 99.85 99.86

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

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