NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	100.19	100.30	0.11	0.1%	98.48
High	100.94	100.34	-0.60	-0.6%	101.70
Low	99.47	98.77	-0.70	-0.7%	97.71
Close	99.91	99.12	-0.79	-0.8%	99.91
Range	1.47	1.57	0.10	6.8%	3.99
ATR	2.34	2.28	-0.05	-2.3%	0.00
Volume	57,610	44,707	-12,903	-22.4%	325,670

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.12	103.19	99.98
R3	102.55	101.62	99.55
R2	100.98	100.98	99.41
R1	100.05	100.05	99.26	99.73
PP	99.41	99.41	99.41	99.25
S1	98.48	98.48	98.98	98.16
S2	97.84	97.84	98.83
S3	96.27	96.91	98.69
S4	94.70	95.34	98.26

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.74	109.82	102.10
R3	107.75	105.83	101.01
R2	103.76	103.76	100.64
R1	101.84	101.84	100.28	102.80
PP	99.77	99.77	99.77	100.26
S1	97.85	97.85	99.54	98.81
S2	95.78	95.78	99.18
S3	91.79	93.86	98.81
S4	87.80	89.87	97.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.70	97.88	3.82	3.9%	1.96	2.0%	32%	False	False	57,301
10	102.48	97.71	4.77	4.8%	2.21	2.2%	30%	False	False	60,007
20	104.10	97.71	6.39	6.4%	2.27	2.3%	22%	False	False	50,977
40	104.10	93.27	10.83	10.9%	2.29	2.3%	54%	False	False	36,929
60	104.10	90.40	13.70	13.8%	2.33	2.4%	64%	False	False	30,179
80	104.10	78.03	26.07	26.3%	2.39	2.4%	81%	False	False	25,962
100	104.10	76.15	27.95	28.2%	2.50	2.5%	82%	False	False	22,262
120	104.10	76.15	27.95	28.2%	2.52	2.5%	82%	False	False	19,600

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	0.59
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.01
2.618	104.45
1.618	102.88
1.000	101.91
0.618	101.31
HIGH	100.34
0.618	99.74
0.500	99.56
0.382	99.37
LOW	98.77
0.618	97.80
1.000	97.20
1.618	96.23
2.618	94.66
4.250	92.10

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	99.56	100.24
PP	99.41	99.86
S1	99.27	99.49

Download as Excel Spreadsheet

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

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