NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 98.19 99.30 1.11 1.1% 94.14
High 99.12 99.30 0.18 0.2% 99.30
Low 98.15 99.05 0.90 0.9% 93.44
Close 98.96 99.05 0.09 0.1% 99.05
Range 0.97 0.25 -0.72 -74.2% 5.86
ATR
Volume 6,403 2,172 -4,231 -66.1% 24,287
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 99.88 99.72 99.19
R3 99.63 99.47 99.12
R2 99.38 99.38 99.10
R1 99.22 99.22 99.07 99.18
PP 99.13 99.13 99.13 99.11
S1 98.97 98.97 99.03 98.93
S2 98.88 98.88 99.00
S3 98.63 98.72 98.98
S4 98.38 98.47 98.91
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 114.84 112.81 102.27
R3 108.98 106.95 100.66
R2 103.12 103.12 100.12
R1 101.09 101.09 99.59 102.11
PP 97.26 97.26 97.26 97.77
S1 95.23 95.23 98.51 96.25
S2 91.40 91.40 97.98
S3 85.54 89.37 97.44
S4 79.68 83.51 95.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.30 93.44 5.86 5.9% 0.98 1.0% 96% True False 4,857
10 99.98 93.44 6.54 6.6% 1.50 1.5% 86% False False 5,847
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 100.36
2.618 99.95
1.618 99.70
1.000 99.55
0.618 99.45
HIGH 99.30
0.618 99.20
0.500 99.18
0.382 99.15
LOW 99.05
0.618 98.90
1.000 98.80
1.618 98.65
2.618 98.40
4.250 97.99
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 99.18 98.76
PP 99.13 98.47
S1 99.09 98.19

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

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