NYMEX Light Sweet Crude Oil Future July 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	93.50	94.80	1.30	1.4%	99.30
High	94.78	97.76	2.98	3.1%	101.30
Low	93.50	94.65	1.15	1.2%	93.45
Close	94.38	97.39	3.01	3.2%	94.33
Range	1.28	3.11	1.83	143.0%	7.85
ATR	2.15	2.24	0.09	4.1%	0.00
Volume	6,550	3,095	-3,455	-52.7%	30,760

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.93	104.77	99.10
R3	102.82	101.66	98.25
R2	99.71	99.71	97.96
R1	98.55	98.55	97.68	99.13
PP	96.60	96.60	96.60	96.89
S1	95.44	95.44	97.10	96.02
S2	93.49	93.49	96.82
S3	90.38	92.33	96.53
S4	87.27	89.22	95.68

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	99.68	93.45	6.23	6.4%	2.67	2.7%	63%	False	False	5,824
10	101.30	93.45	7.85	8.1%	2.26	2.3%	50%	False	False	5,546
20	101.71	93.45	8.26	8.5%	1.86	1.9%	48%	False	False	6,251
40	101.71	89.40	12.31	12.6%	1.92	2.0%	65%	False	False	6,672

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	0.11
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	110.98
2.618	105.90
1.618	102.79
1.000	100.87
0.618	99.68
HIGH	97.76
0.618	96.57
0.500	96.21
0.382	95.84
LOW	94.65
0.618	92.73
1.000	91.54
1.618	89.62
2.618	86.51
4.250	81.43

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	97.00	96.80
PP	96.60	96.20
S1	96.21	95.61

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols