NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 102.14 101.56 -0.58 -0.6% 99.75
High 102.32 103.60 1.28 1.3% 103.90
Low 100.34 101.54 1.20 1.2% 99.75
Close 101.52 102.44 0.92 0.9% 101.78
Range 1.98 2.06 0.08 4.0% 4.15
ATR 2.42 2.39 -0.02 -1.0% 0.00
Volume 95,204 118,320 23,116 24.3% 320,939
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.71 107.63 103.57
R3 106.65 105.57 103.01
R2 104.59 104.59 102.82
R1 103.51 103.51 102.63 104.05
PP 102.53 102.53 102.53 102.80
S1 101.45 101.45 102.25 101.99
S2 100.47 100.47 102.06
S3 98.41 99.39 101.87
S4 96.35 97.33 101.31
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
5 103.90 100.34 3.56 3.5% 2.03 2.0% 59% False False 96,494
10 103.90 98.45 5.45 5.3% 2.19 2.1% 73% False False 68,439
20 103.90 92.95 10.95 10.7% 2.40 2.3% 87% False False 59,635
40 103.90 92.95 10.95 10.7% 2.50 2.4% 87% False False 52,512
60 103.90 84.69 19.21 18.8% 2.59 2.5% 92% False False 45,797
80 103.90 75.90 28.00 27.3% 2.70 2.6% 95% False False 38,600
100 103.90 75.90 28.00 27.3% 2.69 2.6% 95% False False 33,467
120 103.90 75.90 28.00 27.3% 2.72 2.7% 95% False False 29,190
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.36
2.618 108.99
1.618 106.93
1.000 105.66
0.618 104.87
HIGH 103.60
0.618 102.81
0.500 102.57
0.382 102.33
LOW 101.54
0.618 100.27
1.000 99.48
1.618 98.21
2.618 96.15
4.250 92.79
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 102.57 102.28
PP 102.53 102.13
S1 102.48 101.97

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

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