NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 100.73 100.90 0.17 0.2% 97.74
High 101.84 102.54 0.70 0.7% 100.18
Low 100.28 100.61 0.33 0.3% 95.84
Close 100.74 101.80 1.06 1.1% 98.67
Range 1.56 1.93 0.37 23.7% 4.34
ATR 2.28 2.25 -0.02 -1.1% 0.00
Volume 285,617 258,119 -27,498 -9.6% 1,504,089
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 107.44 106.55 102.86
R3 105.51 104.62 102.33
R2 103.58 103.58 102.15
R1 102.69 102.69 101.98 103.14
PP 101.65 101.65 101.65 101.87
S1 100.76 100.76 101.62 101.21
S2 99.72 99.72 101.45
S3 97.79 98.83 101.27
S4 95.86 96.90 100.74
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 111.25 109.30 101.06
R3 106.91 104.96 99.86
R2 102.57 102.57 99.47
R1 100.62 100.62 99.07 101.60
PP 98.23 98.23 98.23 98.72
S1 96.28 96.28 98.27 97.26
S2 93.89 93.89 97.87
S3 89.55 91.94 97.48
S4 85.21 87.60 96.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.54 97.32 5.22 5.1% 1.90 1.9% 86% True False 264,637
10 102.54 95.44 7.10 7.0% 2.07 2.0% 90% True False 289,521
20 102.54 95.44 7.10 7.0% 2.22 2.2% 90% True False 275,621
40 103.90 93.00 10.90 10.7% 2.24 2.2% 81% False False 178,302
60 103.90 92.95 10.95 10.8% 2.39 2.3% 81% False False 135,247
80 103.90 86.50 17.40 17.1% 2.48 2.4% 88% False False 111,084
100 103.90 75.90 28.00 27.5% 2.59 2.5% 93% False False 92,725
120 103.90 75.90 28.00 27.5% 2.58 2.5% 93% False False 79,502
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 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.74
2.618 107.59
1.618 105.66
1.000 104.47
0.618 103.73
HIGH 102.54
0.618 101.80
0.500 101.58
0.382 101.35
LOW 100.61
0.618 99.42
1.000 98.68
1.618 97.49
2.618 95.56
4.250 92.41
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 101.73 101.47
PP 101.65 101.14
S1 101.58 100.82

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

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