NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 102.24 102.38 0.14 0.1% 102.10
High 103.00 103.00 0.00 0.0% 104.07
Low 101.03 101.23 0.20 0.2% 99.07
Close 101.52 101.52 0.00 0.0% 99.81
Range 1.97 1.77 -0.20 -10.2% 5.00
ATR 2.03 2.01 -0.02 -0.9% 0.00
Volume 10,327 8,650 -1,677 -16.2% 54,714
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.23 106.14 102.49
R3 105.46 104.37 102.01
R2 103.69 103.69 101.84
R1 102.60 102.60 101.68 102.26
PP 101.92 101.92 101.92 101.75
S1 100.83 100.83 101.36 100.49
S2 100.15 100.15 101.20
S3 98.38 99.06 101.03
S4 96.61 97.29 100.55
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
5 103.86 99.07 4.79 4.7% 2.25 2.2% 51% False False 10,695
10 104.07 99.07 5.00 4.9% 1.91 1.9% 49% False False 10,949
20 104.07 94.65 9.42 9.3% 1.81 1.8% 73% False False 8,142
40 104.07 93.45 10.62 10.5% 1.80 1.8% 76% False False 7,437
60 104.07 88.18 15.89 15.7% 1.87 1.8% 84% False False 7,194
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.52
2.618 107.63
1.618 105.86
1.000 104.77
0.618 104.09
HIGH 103.00
0.618 102.32
0.500 102.12
0.382 101.91
LOW 101.23
0.618 100.14
1.000 99.46
1.618 98.37
2.618 96.60
4.250 93.71
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 102.12 101.71
PP 101.92 101.65
S1 101.72 101.58

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

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