NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 102.38 101.75 -0.63 -0.6% 100.56
High 103.00 101.84 -1.16 -1.1% 103.00
Low 101.23 99.30 -1.93 -1.9% 99.30
Close 101.52 99.55 -1.97 -1.9% 99.55
Range 1.77 2.54 0.77 43.5% 3.70
ATR 2.01 2.05 0.04 1.9% 0.00
Volume 8,650 13,393 4,743 54.8% 45,792
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.85 106.24 100.95
R3 105.31 103.70 100.25
R2 102.77 102.77 100.02
R1 101.16 101.16 99.78 100.70
PP 100.23 100.23 100.23 100.00
S1 98.62 98.62 99.32 98.16
S2 97.69 97.69 99.08
S3 95.15 96.08 98.85
S4 92.61 93.54 98.15
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.72 109.33 101.59
R3 108.02 105.63 100.57
R2 104.32 104.32 100.23
R1 101.93 101.93 99.89 101.28
PP 100.62 100.62 100.62 100.29
S1 98.23 98.23 99.21 97.58
S2 96.92 96.92 98.87
S3 93.22 94.53 98.53
S4 89.52 90.83 97.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.00 99.07 3.93 3.9% 1.91 1.9% 12% False False 11,645
10 104.07 99.07 5.00 5.0% 1.97 2.0% 10% False False 11,135
20 104.07 97.35 6.72 6.8% 1.78 1.8% 33% False False 8,657
40 104.07 93.45 10.62 10.7% 1.82 1.8% 57% False False 7,454
60 104.07 89.40 14.67 14.7% 1.87 1.9% 69% False False 7,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112.64
2.618 108.49
1.618 105.95
1.000 104.38
0.618 103.41
HIGH 101.84
0.618 100.87
0.500 100.57
0.382 100.27
LOW 99.30
0.618 97.73
1.000 96.76
1.618 95.19
2.618 92.65
4.250 88.51
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 100.57 101.15
PP 100.23 100.62
S1 99.89 100.08

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

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