NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 101.50 101.81 0.31 0.3% 102.50
High 102.45 102.48 0.03 0.0% 103.80
Low 100.30 100.40 0.10 0.1% 98.25
Close 100.98 100.80 -0.18 -0.2% 99.12
Range 2.15 2.08 -0.07 -3.3% 5.55
ATR 2.40 2.37 -0.02 -0.9% 0.00
Volume 70,847 49,692 -21,155 -29.9% 235,691
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.47 106.21 101.94
R3 105.39 104.13 101.37
R2 103.31 103.31 101.18
R1 102.05 102.05 100.99 101.64
PP 101.23 101.23 101.23 101.02
S1 99.97 99.97 100.61 99.56
S2 99.15 99.15 100.42
S3 97.07 97.89 100.23
S4 94.99 95.81 99.66
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 117.04 113.63 102.17
R3 111.49 108.08 100.65
R2 105.94 105.94 100.14
R1 102.53 102.53 99.63 101.46
PP 100.39 100.39 100.39 99.86
S1 96.98 96.98 98.61 95.91
S2 94.84 94.84 98.10
S3 89.29 91.43 97.59
S4 83.74 85.88 96.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.40 98.25 5.15 5.1% 2.69 2.7% 50% False False 53,436
10 104.10 98.25 5.85 5.8% 2.34 2.3% 44% False False 50,213
20 104.10 94.80 9.30 9.2% 2.21 2.2% 65% False False 36,239
40 104.10 93.27 10.83 10.7% 2.30 2.3% 70% False False 29,462
60 104.10 87.95 16.15 16.0% 2.37 2.4% 80% False False 25,405
80 104.10 76.15 27.95 27.7% 2.49 2.5% 88% False False 21,302
100 104.10 76.15 27.95 27.7% 2.49 2.5% 88% False False 18,578
120 104.10 76.15 27.95 27.7% 2.57 2.5% 88% False False 16,346
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.62
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111.32
2.618 107.93
1.618 105.85
1.000 104.56
0.618 103.77
HIGH 102.48
0.618 101.69
0.500 101.44
0.382 101.19
LOW 100.40
0.618 99.11
1.000 98.32
1.618 97.03
2.618 94.95
4.250 91.56
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 101.44 100.80
PP 101.23 100.79
S1 101.01 100.79

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

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