NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 99.86 101.53 1.67 1.7% 94.68
High 102.00 101.89 -0.11 -0.1% 100.50
Low 99.86 99.67 -0.19 -0.2% 93.80
Close 101.62 99.82 -1.80 -1.8% 100.03
Range 2.14 2.22 0.08 3.7% 6.70
ATR 2.24 2.24 0.00 -0.1% 0.00
Volume 6,349 6,402 53 0.8% 75,338
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 107.12 105.69 101.04
R3 104.90 103.47 100.43
R2 102.68 102.68 100.23
R1 101.25 101.25 100.02 100.86
PP 100.46 100.46 100.46 100.26
S1 99.03 99.03 99.62 98.64
S2 98.24 98.24 99.41
S3 96.02 96.81 99.21
S4 93.80 94.59 98.60
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 118.21 115.82 103.72
R3 111.51 109.12 101.87
R2 104.81 104.81 101.26
R1 102.42 102.42 100.64 103.62
PP 98.11 98.11 98.11 98.71
S1 95.72 95.72 99.42 96.92
S2 91.41 91.41 98.80
S3 84.71 89.02 98.19
S4 78.01 82.32 96.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.00 97.40 4.60 4.6% 1.66 1.7% 53% False False 12,083
10 102.00 93.52 8.48 8.5% 2.22 2.2% 74% False False 15,329
20 102.45 93.52 8.93 8.9% 2.18 2.2% 71% False False 16,254
40 102.80 88.58 14.22 14.2% 2.20 2.2% 79% False False 14,648
60 102.80 76.44 26.36 26.4% 2.29 2.3% 89% False False 13,506
80 102.80 76.44 26.36 26.4% 2.36 2.4% 89% False False 11,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111.33
2.618 107.70
1.618 105.48
1.000 104.11
0.618 103.26
HIGH 101.89
0.618 101.04
0.500 100.78
0.382 100.52
LOW 99.67
0.618 98.30
1.000 97.45
1.618 96.08
2.618 93.86
4.250 90.24
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 100.78 100.84
PP 100.46 100.50
S1 100.14 100.16

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

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