NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 97.11 96.61 -0.50 -0.5% 100.00
High 97.99 98.03 0.04 0.0% 101.29
Low 95.44 96.01 0.57 0.6% 95.44
Close 96.36 97.84 1.48 1.5% 97.84
Range 2.55 2.02 -0.53 -20.8% 5.85
ATR 2.43 2.40 -0.03 -1.2% 0.00
Volume 308,738 297,575 -11,163 -3.6% 1,428,161
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 103.35 102.62 98.95
R3 101.33 100.60 98.40
R2 99.31 99.31 98.21
R1 98.58 98.58 98.03 98.95
PP 97.29 97.29 97.29 97.48
S1 96.56 96.56 97.65 96.93
S2 95.27 95.27 97.47
S3 93.25 94.54 97.28
S4 91.23 92.52 96.73
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.74 112.64 101.06
R3 109.89 106.79 99.45
R2 104.04 104.04 98.91
R1 100.94 100.94 98.38 99.57
PP 98.19 98.19 98.19 97.50
S1 95.09 95.09 97.30 93.72
S2 92.34 92.34 96.77
S3 86.49 89.24 96.23
S4 80.64 83.39 94.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.29 95.44 5.85 6.0% 2.40 2.5% 41% False False 285,632
10 101.39 95.44 5.95 6.1% 2.33 2.4% 40% False False 266,797
20 103.60 95.44 8.16 8.3% 2.38 2.4% 29% False False 212,011
40 103.90 92.95 10.95 11.2% 2.46 2.5% 45% False False 133,175
60 103.90 92.95 10.95 11.2% 2.49 2.5% 45% False False 102,824
80 103.90 84.05 19.85 20.3% 2.54 2.6% 69% False False 84,743
100 103.90 75.90 28.00 28.6% 2.64 2.7% 78% False False 70,976
120 103.90 75.90 28.00 28.6% 2.65 2.7% 78% False False 61,016
Crabel Price Patterns
NR True
NR4 True
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 0.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.62
2.618 103.32
1.618 101.30
1.000 100.05
0.618 99.28
HIGH 98.03
0.618 97.26
0.500 97.02
0.382 96.78
LOW 96.01
0.618 94.76
1.000 93.99
1.618 92.74
2.618 90.72
4.250 87.43
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 97.57 97.72
PP 97.29 97.59
S1 97.02 97.47

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

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