NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 97.91 99.32 1.41 1.4% 100.02
High 99.50 100.32 0.82 0.8% 101.67
Low 97.19 98.88 1.69 1.7% 93.27
Close 99.02 99.86 0.84 0.8% 94.22
Range 2.31 1.44 -0.87 -37.7% 8.40
ATR 2.61 2.53 -0.08 -3.2% 0.00
Volume 21,917 30,343 8,426 38.4% 132,119
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 104.01 103.37 100.65
R3 102.57 101.93 100.26
R2 101.13 101.13 100.12
R1 100.49 100.49 99.99 100.81
PP 99.69 99.69 99.69 99.85
S1 99.05 99.05 99.73 99.37
S2 98.25 98.25 99.60
S3 96.81 97.61 99.46
S4 95.37 96.17 99.07
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 121.59 116.30 98.84
R3 113.19 107.90 96.53
R2 104.79 104.79 95.76
R1 99.50 99.50 94.99 97.95
PP 96.39 96.39 96.39 95.61
S1 91.10 91.10 93.45 89.55
S2 87.99 87.99 92.68
S3 79.59 82.70 91.91
S4 71.19 74.30 89.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.32 93.27 7.05 7.1% 2.11 2.1% 93% True False 22,824
10 101.67 93.27 8.40 8.4% 2.62 2.6% 78% False False 25,337
20 102.55 93.27 9.28 9.3% 2.44 2.4% 71% False False 23,138
40 103.08 89.34 13.74 13.8% 2.40 2.4% 77% False False 19,633
60 103.08 76.15 26.93 27.0% 2.53 2.5% 88% False False 17,070
80 103.08 76.15 26.93 27.0% 2.57 2.6% 88% False False 14,825
100 103.08 76.15 26.93 27.0% 2.65 2.7% 88% False False 12,953
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.52
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 106.44
2.618 104.09
1.618 102.65
1.000 101.76
0.618 101.21
HIGH 100.32
0.618 99.77
0.500 99.60
0.382 99.43
LOW 98.88
0.618 97.99
1.000 97.44
1.618 96.55
2.618 95.11
4.250 92.76
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 99.77 99.09
PP 99.69 98.33
S1 99.60 97.56

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

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