NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 94.68 95.03 0.35 0.4% 99.83
High 95.05 98.01 2.96 3.1% 101.69
Low 93.80 94.93 1.13 1.2% 93.52
Close 94.56 97.67 3.11 3.3% 94.39
Range 1.25 3.08 1.83 146.4% 8.17
ATR 2.41 2.49 0.07 3.1% 0.00
Volume 17,894 9,778 -8,116 -45.4% 100,389
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 106.11 104.97 99.36
R3 103.03 101.89 98.52
R2 99.95 99.95 98.23
R1 98.81 98.81 97.95 99.38
PP 96.87 96.87 96.87 97.16
S1 95.73 95.73 97.39 96.30
S2 93.79 93.79 97.11
S3 90.71 92.65 96.82
S4 87.63 89.57 95.98
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 121.04 115.89 98.88
R3 112.87 107.72 96.64
R2 104.70 104.70 95.89
R1 99.55 99.55 95.14 98.04
PP 96.53 96.53 96.53 95.78
S1 91.38 91.38 93.64 89.87
S2 88.36 88.36 92.89
S3 80.19 83.21 92.14
S4 72.02 75.04 89.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.61 93.52 7.09 7.3% 2.79 2.9% 59% False False 18,574
10 102.22 93.52 8.70 8.9% 2.65 2.7% 48% False False 19,729
20 102.45 93.52 8.93 9.1% 2.28 2.3% 46% False False 16,121
40 102.80 88.58 14.22 14.6% 2.27 2.3% 64% False False 15,455
60 102.80 76.44 26.36 27.0% 2.40 2.5% 81% False False 12,948
80 102.80 76.44 26.36 27.0% 2.34 2.4% 81% False False 11,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.10
2.618 106.07
1.618 102.99
1.000 101.09
0.618 99.91
HIGH 98.01
0.618 96.83
0.500 96.47
0.382 96.11
LOW 94.93
0.618 93.03
1.000 91.85
1.618 89.95
2.618 86.87
4.250 81.84
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 97.27 97.04
PP 96.87 96.40
S1 96.47 95.77

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

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