NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 99.58 96.07 -3.51 -3.5% 100.90
High 99.69 96.07 -3.62 -3.6% 101.48
Low 94.99 94.38 -0.61 -0.6% 98.13
Close 95.30 94.42 -0.88 -0.9% 99.30
Range 4.70 1.69 -3.01 -64.0% 3.35
ATR 1.96 1.94 -0.02 -1.0% 0.00
Volume 7,449 2,989 -4,460 -59.9% 18,504
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 100.03 98.91 95.35
R3 98.34 97.22 94.88
R2 96.65 96.65 94.73
R1 95.53 95.53 94.57 95.25
PP 94.96 94.96 94.96 94.81
S1 93.84 93.84 94.27 93.56
S2 93.27 93.27 94.11
S3 91.58 92.15 93.96
S4 89.89 90.46 93.49
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 94.38 6.70 7.1% 2.32 2.5% 1% False True 4,083
10 101.48 94.38 7.10 7.5% 1.86 2.0% 1% False True 4,080
20 101.58 94.38 7.20 7.6% 1.64 1.7% 1% False True 4,845
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 0.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.25
2.618 100.49
1.618 98.80
1.000 97.76
0.618 97.11
HIGH 96.07
0.618 95.42
0.500 95.23
0.382 95.03
LOW 94.38
0.618 93.34
1.000 92.69
1.618 91.65
2.618 89.96
4.250 87.20
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 95.23 97.73
PP 94.96 96.63
S1 94.69 95.52

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

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