NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 98.29 100.63 2.34 2.4% 101.18
High 101.65 100.63 -1.02 -1.0% 102.30
Low 98.28 95.00 -3.28 -3.3% 98.07
Close 100.60 95.68 -4.92 -4.9% 99.80
Range 3.37 5.63 2.26 67.1% 4.23
ATR 2.45 2.68 0.23 9.3% 0.00
Volume 24,516 42,114 17,598 71.8% 150,117
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 113.99 110.47 98.78
R3 108.36 104.84 97.23
R2 102.73 102.73 96.71
R1 99.21 99.21 96.20 98.16
PP 97.10 97.10 97.10 96.58
S1 93.58 93.58 95.16 92.53
S2 91.47 91.47 94.65
S3 85.84 87.95 94.13
S4 80.21 82.32 92.58
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 112.75 110.50 102.13
R3 108.52 106.27 100.96
R2 104.29 104.29 100.58
R1 102.04 102.04 100.19 101.05
PP 100.06 100.06 100.06 99.56
S1 97.81 97.81 99.41 96.82
S2 95.83 95.83 99.02
S3 91.60 93.58 98.64
S4 87.37 89.35 97.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.99 95.00 6.99 7.3% 3.25 3.4% 10% False True 32,654
10 102.30 95.00 7.30 7.6% 2.50 2.6% 9% False True 32,728
20 102.55 95.00 7.55 7.9% 2.65 2.8% 9% False True 34,775
40 102.55 85.00 17.55 18.3% 2.56 2.7% 61% False False 32,783
60 102.55 76.65 25.90 27.1% 2.72 2.8% 73% False False 29,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 124.56
2.618 115.37
1.618 109.74
1.000 106.26
0.618 104.11
HIGH 100.63
0.618 98.48
0.500 97.82
0.382 97.15
LOW 95.00
0.618 91.52
1.000 89.37
1.618 85.89
2.618 80.26
4.250 71.07
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 97.82 98.33
PP 97.10 97.44
S1 96.39 96.56

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

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