NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 96.07 94.97 -1.10 -1.1% 99.30
High 96.50 95.17 -1.33 -1.4% 101.30
Low 94.16 93.45 -0.71 -0.8% 93.45
Close 94.61 94.33 -0.28 -0.3% 94.33
Range 2.34 1.72 -0.62 -26.5% 7.85
ATR 2.26 2.22 -0.04 -1.7% 0.00
Volume 4,359 7,139 2,780 63.8% 30,760
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 99.48 98.62 95.28
R3 97.76 96.90 94.80
R2 96.04 96.04 94.65
R1 95.18 95.18 94.49 94.75
PP 94.32 94.32 94.32 94.10
S1 93.46 93.46 94.17 93.03
S2 92.60 92.60 94.01
S3 90.88 91.74 93.86
S4 89.16 90.02 93.38
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.91 114.97 98.65
R3 112.06 107.12 96.49
R2 104.21 104.21 95.77
R1 99.27 99.27 95.05 97.82
PP 96.36 96.36 96.36 95.63
S1 91.42 91.42 93.61 89.97
S2 88.51 88.51 92.89
S3 80.66 83.57 92.17
S4 72.81 75.72 90.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.30 93.45 7.85 8.3% 2.59 2.7% 11% False True 6,152
10 101.71 93.45 8.26 8.8% 2.02 2.1% 11% False True 5,735
20 101.71 93.45 8.26 8.8% 1.89 2.0% 11% False True 6,892
40 101.71 86.96 14.75 15.6% 1.94 2.1% 50% False False 6,633
Crabel Price Patterns
NR True
NR4 True
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 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.48
2.618 99.67
1.618 97.95
1.000 96.89
0.618 96.23
HIGH 95.17
0.618 94.51
0.500 94.31
0.382 94.11
LOW 93.45
0.618 92.39
1.000 91.73
1.618 90.67
2.618 88.95
4.250 86.14
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 94.32 96.57
PP 94.32 95.82
S1 94.31 95.08

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

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