NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 96.07 94.77 -1.30 -1.4% 99.12
High 96.07 94.93 -1.14 -1.2% 101.08
Low 94.38 93.46 -0.92 -1.0% 93.46
Close 94.42 94.14 -0.28 -0.3% 94.14
Range 1.69 1.47 -0.22 -13.0% 7.62
ATR 1.94 1.91 -0.03 -1.7% 0.00
Volume 2,989 4,476 1,487 49.7% 22,313
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 98.59 97.83 94.95
R3 97.12 96.36 94.54
R2 95.65 95.65 94.41
R1 94.89 94.89 94.27 94.54
PP 94.18 94.18 94.18 94.00
S1 93.42 93.42 94.01 93.07
S2 92.71 92.71 93.87
S3 91.24 91.95 93.74
S4 89.77 90.48 93.33
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.09 114.23 98.33
R3 111.47 106.61 96.24
R2 103.85 103.85 95.54
R1 98.99 98.99 94.84 97.61
PP 96.23 96.23 96.23 95.54
S1 91.37 91.37 93.44 89.99
S2 88.61 88.61 92.74
S3 80.99 83.75 92.04
S4 73.37 76.13 89.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.08 93.46 7.62 8.1% 2.32 2.5% 9% False True 4,462
10 101.48 93.46 8.02 8.5% 1.89 2.0% 8% False True 4,081
20 101.48 93.46 8.02 8.5% 1.52 1.6% 8% False True 4,544
Crabel Price Patterns
NR True
NR4 True
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 0.09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.18
2.618 98.78
1.618 97.31
1.000 96.40
0.618 95.84
HIGH 94.93
0.618 94.37
0.500 94.20
0.382 94.02
LOW 93.46
0.618 92.55
1.000 91.99
1.618 91.08
2.618 89.61
4.250 87.21
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 94.20 96.58
PP 94.18 95.76
S1 94.16 94.95

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

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