NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 101.56 102.43 0.87 0.9% 99.75
High 103.60 102.64 -0.96 -0.9% 103.90
Low 101.54 100.78 -0.76 -0.7% 99.75
Close 102.44 101.09 -1.35 -1.3% 101.78
Range 2.06 1.86 -0.20 -9.7% 4.15
ATR 2.39 2.35 -0.04 -1.6% 0.00
Volume 118,320 129,190 10,870 9.2% 320,939
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.08 105.95 102.11
R3 105.22 104.09 101.60
R2 103.36 103.36 101.43
R1 102.23 102.23 101.26 101.87
PP 101.50 101.50 101.50 101.32
S1 100.37 100.37 100.92 100.01
S2 99.64 99.64 100.75
S3 97.78 98.51 100.58
S4 95.92 96.65 100.07
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
5 103.87 100.34 3.53 3.5% 2.04 2.0% 21% False False 100,198
10 103.90 98.45 5.45 5.4% 2.14 2.1% 48% False False 79,054
20 103.90 92.95 10.95 10.8% 2.40 2.4% 74% False False 63,312
40 103.90 92.95 10.95 10.8% 2.50 2.5% 74% False False 54,982
60 103.90 84.69 19.21 19.0% 2.57 2.5% 85% False False 47,627
80 103.90 75.90 28.00 27.7% 2.70 2.7% 90% False False 40,082
100 103.90 75.90 28.00 27.7% 2.65 2.6% 90% False False 34,700
120 103.90 75.90 28.00 27.7% 2.72 2.7% 90% False False 30,237
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.55
2.618 107.51
1.618 105.65
1.000 104.50
0.618 103.79
HIGH 102.64
0.618 101.93
0.500 101.71
0.382 101.49
LOW 100.78
0.618 99.63
1.000 98.92
1.618 97.77
2.618 95.91
4.250 92.88
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 101.71 101.97
PP 101.50 101.68
S1 101.30 101.38

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

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