NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 14-Dec-2011

Day Change Summary
	Previous	Current
	13-Dec-2011	14-Dec-2011	Change	Change %	Previous Week
Open	98.63	99.58	0.95	1.0%	100.90
High	101.08	99.69	-1.39	-1.4%	101.48
Low	98.62	94.99	-3.63	-3.7%	98.13
Close	100.07	95.30	-4.77	-4.8%	99.30
Range	2.46	4.70	2.24	91.1%	3.35
ATR	1.72	1.96	0.24	13.9%	0.00
Volume	3,224	7,449	4,225	131.0%	18,504

Daily Pivots for day following 14-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.76	107.73	97.89
R3	106.06	103.03	96.59
R2	101.36	101.36	96.16
R1	98.33	98.33	95.73	97.50
PP	96.66	96.66	96.66	96.24
S1	93.63	93.63	94.87	92.80
S2	91.96	91.96	94.44
S3	87.26	88.93	94.01
S4	82.56	84.23	92.72

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.69	107.84	101.14
R3	106.34	104.49	100.22
R2	102.99	102.99	99.91
R1	101.14	101.14	99.61	100.39
PP	99.64	99.64	99.64	99.26
S1	97.79	97.79	98.99	97.04
S2	96.29	96.29	98.69
S3	92.94	94.44	98.38
S4	89.59	91.09	97.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.08	94.99	6.09	6.4%	2.43	2.5%	5%	False	True	4,339
10	101.48	94.99	6.49	6.8%	1.85	1.9%	5%	False	True	4,441
20	101.58	94.99	6.59	6.9%	1.74	1.8%	5%	False	True	4,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	119.67
2.618	111.99
1.618	107.29
1.000	104.39
0.618	102.59
HIGH	99.69
0.618	97.89
0.500	97.34
0.382	96.79
LOW	94.99
0.618	92.09
1.000	90.29
1.618	87.39
2.618	82.69
4.250	75.02

Fisher Pivots for day following 14-Dec-2011
Pivot	1 day	3 day
R1	97.34	98.04
PP	96.66	97.12
S1	95.98	96.21

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols