NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 94.80 98.00 3.20 3.4% 99.30
High 97.76 98.94 1.18 1.2% 101.30
Low 94.65 97.35 2.70 2.9% 93.45
Close 97.39 98.83 1.44 1.5% 94.33
Range 3.11 1.59 -1.52 -48.9% 7.85
ATR 2.24 2.19 -0.05 -2.1% 0.00
Volume 3,095 4,573 1,478 47.8% 30,760
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 103.14 102.58 99.70
R3 101.55 100.99 99.27
R2 99.96 99.96 99.12
R1 99.40 99.40 98.98 99.68
PP 98.37 98.37 98.37 98.52
S1 97.81 97.81 98.68 98.09
S2 96.78 96.78 98.54
S3 95.19 96.22 98.39
S4 93.60 94.63 97.96
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 98.94 93.45 5.49 5.6% 2.01 2.0% 98% True False 5,143
10 101.30 93.45 7.85 7.9% 2.32 2.4% 69% False False 5,632
20 101.71 93.45 8.26 8.4% 1.87 1.9% 65% False False 6,167
40 101.71 89.40 12.31 12.5% 1.90 1.9% 77% False False 6,499
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.70
2.618 103.10
1.618 101.51
1.000 100.53
0.618 99.92
HIGH 98.94
0.618 98.33
0.500 98.15
0.382 97.96
LOW 97.35
0.618 96.37
1.000 95.76
1.618 94.78
2.618 93.19
4.250 90.59
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 98.60 97.96
PP 98.37 97.09
S1 98.15 96.22

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

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