NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 97.13 98.77 1.64 1.7% 100.00
High 99.13 100.09 0.96 1.0% 101.29
Low 95.84 98.10 2.26 2.4% 95.44
Close 98.41 98.71 0.30 0.3% 97.84
Range 3.29 1.99 -1.30 -39.5% 5.85
ATR 2.40 2.37 -0.03 -1.2% 0.00
Volume 385,704 339,608 -46,096 -12.0% 1,428,161
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 104.94 103.81 99.80
R3 102.95 101.82 99.26
R2 100.96 100.96 99.07
R1 99.83 99.83 98.89 99.40
PP 98.97 98.97 98.97 98.75
S1 97.84 97.84 98.53 97.41
S2 96.98 96.98 98.35
S3 94.99 95.85 98.16
S4 93.00 93.86 97.62
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
5 100.09 95.44 4.65 4.7% 2.24 2.3% 70% True False 314,405
10 101.39 95.44 5.95 6.0% 2.23 2.3% 55% False False 288,160
20 103.19 95.44 7.75 7.9% 2.42 2.5% 42% False False 245,837
40 103.90 92.95 10.95 11.1% 2.41 2.4% 53% False False 152,736
60 103.90 92.95 10.95 11.1% 2.47 2.5% 53% False False 116,954
80 103.90 84.69 19.21 19.5% 2.55 2.6% 73% False False 95,807
100 103.90 75.90 28.00 28.4% 2.65 2.7% 81% False False 80,048
120 103.90 75.90 28.00 28.4% 2.64 2.7% 81% False False 68,862
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 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.55
2.618 105.30
1.618 103.31
1.000 102.08
0.618 101.32
HIGH 100.09
0.618 99.33
0.500 99.10
0.382 98.86
LOW 98.10
0.618 96.87
1.000 96.11
1.618 94.88
2.618 92.89
4.250 89.64
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 99.10 98.46
PP 98.97 98.21
S1 98.84 97.97

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

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