NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 101.98 101.21 -0.77 -0.8% 98.15
High 102.30 102.13 -0.17 -0.2% 101.82
Low 100.20 98.50 -1.70 -1.7% 97.47
Close 101.03 98.93 -2.10 -2.1% 101.25
Range 2.10 3.63 1.53 72.9% 4.35
ATR 2.37 2.46 0.09 3.8% 0.00
Volume 17,340 48,891 31,551 182.0% 91,455
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 110.74 108.47 100.93
R3 107.11 104.84 99.93
R2 103.48 103.48 99.60
R1 101.21 101.21 99.26 100.53
PP 99.85 99.85 99.85 99.52
S1 97.58 97.58 98.60 96.90
S2 96.22 96.22 98.26
S3 92.59 93.95 97.93
S4 88.96 90.32 96.93
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 113.23 111.59 103.64
R3 108.88 107.24 102.45
R2 104.53 104.53 102.05
R1 102.89 102.89 101.65 103.71
PP 100.18 100.18 100.18 100.59
S1 98.54 98.54 100.85 99.36
S2 95.83 95.83 100.45
S3 91.48 94.19 100.05
S4 87.13 89.84 98.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.55 98.50 4.05 4.1% 2.11 2.1% 11% False True 24,666
10 102.55 95.56 6.99 7.1% 2.27 2.3% 48% False False 20,940
20 103.08 94.92 8.16 8.2% 2.39 2.4% 49% False False 19,454
40 103.08 84.22 18.86 19.1% 2.43 2.5% 78% False False 17,132
60 103.08 76.15 26.93 27.2% 2.59 2.6% 85% False False 14,093
80 103.08 76.15 26.93 27.2% 2.58 2.6% 85% False False 12,339
100 103.08 76.15 26.93 27.2% 2.55 2.6% 85% False False 10,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 117.56
2.618 111.63
1.618 108.00
1.000 105.76
0.618 104.37
HIGH 102.13
0.618 100.74
0.500 100.32
0.382 99.89
LOW 98.50
0.618 96.26
1.000 94.87
1.618 92.63
2.618 89.00
4.250 83.07
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 100.32 100.40
PP 99.85 99.91
S1 99.39 99.42

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

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