NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 101.75 98.84 -2.91 -2.9% 100.56
High 101.84 101.25 -0.59 -0.6% 103.00
Low 99.30 98.79 -0.51 -0.5% 99.30
Close 99.55 100.64 1.09 1.1% 99.55
Range 2.54 2.46 -0.08 -3.1% 3.70
ATR 2.05 2.08 0.03 1.4% 0.00
Volume 13,393 17,845 4,452 33.2% 45,792
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.61 106.58 101.99
R3 105.15 104.12 101.32
R2 102.69 102.69 101.09
R1 101.66 101.66 100.87 102.18
PP 100.23 100.23 100.23 100.48
S1 99.20 99.20 100.41 99.72
S2 97.77 97.77 100.19
S3 95.31 96.74 99.96
S4 92.85 94.28 99.29
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 98.79 4.21 4.2% 2.08 2.1% 44% False True 12,727
10 104.07 98.79 5.28 5.2% 2.09 2.1% 35% False True 11,835
20 104.07 98.76 5.31 5.3% 1.83 1.8% 35% False False 9,321
40 104.07 93.45 10.62 10.6% 1.85 1.8% 68% False False 7,744
60 104.07 89.40 14.67 14.6% 1.88 1.9% 77% False False 7,440
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 True
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.71
2.618 107.69
1.618 105.23
1.000 103.71
0.618 102.77
HIGH 101.25
0.618 100.31
0.500 100.02
0.382 99.73
LOW 98.79
0.618 97.27
1.000 96.33
1.618 94.81
2.618 92.35
4.250 88.34
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 100.43 100.90
PP 100.23 100.81
S1 100.02 100.73

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

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