NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 103.12 105.19 2.07 2.0% 100.30
High 104.95 106.95 2.00 1.9% 104.95
Low 103.07 105.12 2.05 2.0% 100.20
Close 104.06 106.75 2.69 2.6% 104.06
Range 1.88 1.83 -0.05 -2.7% 4.75
ATR 2.08 2.14 0.06 2.8% 0.00
Volume 61,779 84,099 22,320 36.1% 347,378
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 111.76 111.09 107.76
R3 109.93 109.26 107.25
R2 108.10 108.10 107.09
R1 107.43 107.43 106.92 107.77
PP 106.27 106.27 106.27 106.44
S1 105.60 105.60 106.58 105.94
S2 104.44 104.44 106.41
S3 102.61 103.77 106.25
S4 100.78 101.94 105.74
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 117.32 115.44 106.67
R3 112.57 110.69 105.37
R2 107.82 107.82 104.93
R1 105.94 105.94 104.50 106.88
PP 103.07 103.07 103.07 103.54
S1 101.19 101.19 103.62 102.13
S2 98.32 98.32 103.19
S3 93.57 96.44 102.75
S4 88.82 91.69 101.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.95 101.20 5.75 5.4% 1.75 1.6% 97% True False 74,536
10 106.95 97.00 9.95 9.3% 1.92 1.8% 98% True False 82,207
20 106.95 96.26 10.69 10.0% 2.00 1.9% 98% True False 63,216
40 106.95 96.26 10.69 10.0% 2.04 1.9% 98% True False 45,050
60 106.95 93.52 13.43 12.6% 2.12 2.0% 99% True False 35,423
80 106.95 88.58 18.37 17.2% 2.15 2.0% 99% True False 30,128
100 106.95 76.44 30.51 28.6% 2.25 2.1% 99% True False 25,880
120 106.95 76.44 30.51 28.6% 2.26 2.1% 99% True False 22,682
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.73
2.618 111.74
1.618 109.91
1.000 108.78
0.618 108.08
HIGH 106.95
0.618 106.25
0.500 106.04
0.382 105.82
LOW 105.12
0.618 103.99
1.000 103.29
1.618 102.16
2.618 100.33
4.250 97.34
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 106.51 105.95
PP 106.27 105.14
S1 106.04 104.34

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

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