NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 103.40 101.52 -1.88 -1.8% 99.75
High 103.87 102.98 -0.89 -0.9% 103.90
Low 101.49 101.08 -0.41 -0.4% 99.75
Close 102.00 101.78 -0.22 -0.2% 101.78
Range 2.38 1.90 -0.48 -20.2% 4.15
ATR 2.49 2.45 -0.04 -1.7% 0.00
Volume 82,596 75,681 -6,915 -8.4% 320,939
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.65 106.61 102.83
R3 105.75 104.71 102.30
R2 103.85 103.85 102.13
R1 102.81 102.81 101.95 103.33
PP 101.95 101.95 101.95 102.21
S1 100.91 100.91 101.61 101.43
S2 100.05 100.05 101.43
S3 98.15 99.01 101.26
S4 96.25 97.11 100.74
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 114.26 112.17 104.06
R3 110.11 108.02 102.92
R2 105.96 105.96 102.54
R1 103.87 103.87 102.16 104.92
PP 101.81 101.81 101.81 102.33
S1 99.72 99.72 101.40 100.77
S2 97.66 97.66 101.02
S3 93.51 95.57 100.64
S4 89.36 91.42 99.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.90 98.78 5.12 5.0% 2.26 2.2% 59% False False 74,285
10 103.90 98.45 5.45 5.4% 2.03 2.0% 61% False False 55,915
20 103.90 92.95 10.95 10.8% 2.52 2.5% 81% False False 56,281
40 103.90 92.95 10.95 10.8% 2.54 2.5% 81% False False 49,085
60 103.90 84.05 19.85 19.5% 2.59 2.5% 89% False False 43,289
80 103.90 75.90 28.00 27.5% 2.70 2.7% 92% False False 36,512
100 103.90 75.90 28.00 27.5% 2.69 2.6% 92% False False 31,475
120 103.90 75.90 28.00 27.5% 2.72 2.7% 92% False False 27,486
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.06
2.618 107.95
1.618 106.05
1.000 104.88
0.618 104.15
HIGH 102.98
0.618 102.25
0.500 102.03
0.382 101.81
LOW 101.08
0.618 99.91
1.000 99.18
1.618 98.01
2.618 96.11
4.250 93.01
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 102.03 102.49
PP 101.95 102.25
S1 101.86 102.02

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

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