NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 99.54 101.03 1.49 1.5% 98.15
High 101.50 102.19 0.69 0.7% 100.55
Low 99.46 100.63 1.17 1.2% 96.33
Close 101.29 101.08 -0.21 -0.2% 99.03
Range 2.04 1.56 -0.48 -23.5% 4.22
ATR 2.29 2.24 -0.05 -2.3% 0.00
Volume 109,189 112,799 3,610 3.3% 663,370
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.98 105.09 101.94
R3 104.42 103.53 101.51
R2 102.86 102.86 101.37
R1 101.97 101.97 101.22 102.42
PP 101.30 101.30 101.30 101.52
S1 100.41 100.41 100.94 100.86
S2 99.74 99.74 100.79
S3 98.18 98.85 100.65
S4 96.62 97.29 100.22
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 111.30 109.38 101.35
R3 107.08 105.16 100.19
R2 102.86 102.86 99.80
R1 100.94 100.94 99.42 101.90
PP 98.64 98.64 98.64 99.12
S1 96.72 96.72 98.64 97.68
S2 94.42 94.42 98.26
S3 90.20 92.50 97.87
S4 85.98 88.28 96.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.19 97.73 4.46 4.4% 1.90 1.9% 75% True False 130,850
10 102.19 95.81 6.38 6.3% 2.09 2.1% 83% True False 114,517
20 102.48 95.81 6.67 6.6% 2.20 2.2% 79% False False 87,127
40 104.10 93.27 10.83 10.7% 2.19 2.2% 72% False False 59,868
60 104.10 93.27 10.83 10.7% 2.32 2.3% 72% False False 47,501
80 104.10 84.94 19.16 19.0% 2.34 2.3% 84% False False 39,518
100 104.10 76.15 27.95 27.7% 2.47 2.4% 89% False False 33,429
120 104.10 76.15 27.95 27.7% 2.44 2.4% 89% False False 29,076
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 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.82
2.618 106.27
1.618 104.71
1.000 103.75
0.618 103.15
HIGH 102.19
0.618 101.59
0.500 101.41
0.382 101.23
LOW 100.63
0.618 99.67
1.000 99.07
1.618 98.11
2.618 96.55
4.250 94.00
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 101.41 100.71
PP 101.30 100.33
S1 101.19 99.96

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

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