NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 100.39 101.84 1.45 1.4% 101.82
High 102.08 102.04 -0.04 0.0% 103.67
Low 100.36 101.29 0.93 0.9% 99.12
Close 101.64 101.29 -0.35 -0.3% 99.77
Range 1.72 0.75 -0.97 -56.4% 4.55
ATR 1.93 1.84 -0.08 -4.4% 0.00
Volume 9,196 9,422 226 2.5% 39,089
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 103.79 103.29 101.70
R3 103.04 102.54 101.50
R2 102.29 102.29 101.43
R1 101.79 101.79 101.36 101.67
PP 101.54 101.54 101.54 101.48
S1 101.04 101.04 101.22 100.92
S2 100.79 100.79 101.15
S3 100.04 100.29 101.08
S4 99.29 99.54 100.88
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 114.50 111.69 102.27
R3 109.95 107.14 101.02
R2 105.40 105.40 100.60
R1 102.59 102.59 100.19 101.72
PP 100.85 100.85 100.85 100.42
S1 98.04 98.04 99.35 97.17
S2 96.30 96.30 98.94
S3 91.75 93.49 98.52
S4 87.20 88.94 97.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.67 99.12 4.55 4.5% 1.94 1.9% 48% False False 8,416
10 103.67 99.12 4.55 4.5% 1.68 1.7% 48% False False 8,234
20 103.67 93.44 10.23 10.1% 1.34 1.3% 77% False False 6,107
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 105.23
2.618 104.00
1.618 103.25
1.000 102.79
0.618 102.50
HIGH 102.04
0.618 101.75
0.500 101.67
0.382 101.58
LOW 101.29
0.618 100.83
1.000 100.54
1.618 100.08
2.618 99.33
4.250 98.10
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 101.67 101.06
PP 101.54 100.83
S1 101.42 100.60

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

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