NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 99.75 103.19 3.44 3.4% 99.94
High 103.36 103.90 0.54 0.5% 101.88
Low 99.75 102.06 2.31 2.3% 98.45
Close 103.14 103.40 0.26 0.3% 99.00
Range 3.61 1.84 -1.77 -49.0% 3.43
ATR 2.55 2.50 -0.05 -2.0% 0.00
Volume 51,991 110,671 58,680 112.9% 149,929
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.64 107.86 104.41
R3 106.80 106.02 103.91
R2 104.96 104.96 103.74
R1 104.18 104.18 103.57 104.57
PP 103.12 103.12 103.12 103.32
S1 102.34 102.34 103.23 102.73
S2 101.28 101.28 103.06
S3 99.44 100.50 102.89
S4 97.60 98.66 102.39
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 110.07 107.96 100.89
R3 106.64 104.53 99.94
R2 103.21 103.21 99.63
R1 101.10 101.10 99.31 100.44
PP 99.78 99.78 99.78 99.45
S1 97.67 97.67 98.69 97.01
S2 96.35 96.35 98.37
S3 92.92 94.24 98.06
S4 89.49 90.81 97.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.90 98.45 5.45 5.3% 2.24 2.2% 91% True False 57,911
10 103.90 94.53 9.37 9.1% 2.17 2.1% 95% True False 47,919
20 103.90 92.95 10.95 10.6% 2.47 2.4% 95% True False 51,903
40 103.90 92.95 10.95 10.6% 2.55 2.5% 95% True False 46,740
60 103.90 83.42 20.48 19.8% 2.60 2.5% 98% True False 41,256
80 103.90 75.90 28.00 27.1% 2.72 2.6% 98% True False 34,906
100 103.90 75.90 28.00 27.1% 2.70 2.6% 98% True False 30,130
120 103.90 75.90 28.00 27.1% 2.71 2.6% 98% True False 26,269
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.72
2.618 108.72
1.618 106.88
1.000 105.74
0.618 105.04
HIGH 103.90
0.618 103.20
0.500 102.98
0.382 102.76
LOW 102.06
0.618 100.92
1.000 100.22
1.618 99.08
2.618 97.24
4.250 94.24
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 103.26 102.71
PP 103.12 102.03
S1 102.98 101.34

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

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