NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 100.67 100.56 -0.11 -0.1% 102.10
High 100.67 102.10 1.43 1.4% 104.07
Low 99.07 100.42 1.35 1.4% 99.07
Close 99.81 101.77 1.96 2.0% 99.81
Range 1.60 1.68 0.08 5.0% 5.00
ATR 2.01 2.03 0.02 1.0% 0.00
Volume 12,434 13,422 988 7.9% 54,714
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 106.47 105.80 102.69
R3 104.79 104.12 102.23
R2 103.11 103.11 102.08
R1 102.44 102.44 101.92 102.78
PP 101.43 101.43 101.43 101.60
S1 100.76 100.76 101.62 101.10
S2 99.75 99.75 101.46
S3 98.07 99.08 101.31
S4 96.39 97.40 100.85
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 115.98 112.90 102.56
R3 110.98 107.90 101.19
R2 105.98 105.98 100.73
R1 102.90 102.90 100.27 101.94
PP 100.98 100.98 100.98 100.51
S1 97.90 97.90 99.35 96.94
S2 95.98 95.98 98.89
S3 90.98 92.90 98.44
S4 85.98 87.90 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.07 99.07 5.00 4.9% 2.08 2.0% 54% False False 11,206
10 104.07 99.07 5.00 4.9% 2.02 2.0% 54% False False 11,354
20 104.07 93.45 10.62 10.4% 1.78 1.7% 78% False False 7,878
40 104.07 93.45 10.62 10.4% 1.88 1.8% 78% False False 7,588
60 104.07 85.15 18.92 18.6% 1.90 1.9% 88% False False 6,967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.24
2.618 106.50
1.618 104.82
1.000 103.78
0.618 103.14
HIGH 102.10
0.618 101.46
0.500 101.26
0.382 101.06
LOW 100.42
0.618 99.38
1.000 98.74
1.618 97.70
2.618 96.02
4.250 93.28
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 101.60 101.67
PP 101.43 101.57
S1 101.26 101.47

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

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