NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 103.19 103.40 0.21 0.2% 99.94
High 103.90 103.87 -0.03 0.0% 101.88
Low 102.06 101.49 -0.57 -0.6% 98.45
Close 103.40 102.00 -1.40 -1.4% 99.00
Range 1.84 2.38 0.54 29.3% 3.43
ATR 2.50 2.49 -0.01 -0.3% 0.00
Volume 110,671 82,596 -28,075 -25.4% 149,929
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.59 108.18 103.31
R3 107.21 105.80 102.65
R2 104.83 104.83 102.44
R1 103.42 103.42 102.22 102.94
PP 102.45 102.45 102.45 102.21
S1 101.04 101.04 101.78 100.56
S2 100.07 100.07 101.56
S3 97.69 98.66 101.35
S4 95.31 96.28 100.69
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% 2.20 2.2% 65% False False 67,571
10 103.90 97.01 6.89 6.8% 2.08 2.0% 72% False False 52,925
20 103.90 92.95 10.95 10.7% 2.53 2.5% 83% False False 54,340
40 103.90 92.95 10.95 10.7% 2.54 2.5% 83% False False 48,231
60 103.90 84.05 19.85 19.5% 2.60 2.5% 90% False False 42,320
80 103.90 75.90 28.00 27.5% 2.70 2.7% 93% False False 35,718
100 103.90 75.90 28.00 27.5% 2.70 2.6% 93% False False 30,818
120 103.90 75.90 28.00 27.5% 2.72 2.7% 93% False False 26,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.99
2.618 110.10
1.618 107.72
1.000 106.25
0.618 105.34
HIGH 103.87
0.618 102.96
0.500 102.68
0.382 102.40
LOW 101.49
0.618 100.02
1.000 99.11
1.618 97.64
2.618 95.26
4.250 91.38
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 102.68 101.94
PP 102.45 101.88
S1 102.23 101.83

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

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