NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 102.73 102.57 -0.16 -0.2% 102.80
High 103.21 104.27 1.06 1.0% 105.07
Low 101.67 102.45 0.78 0.8% 101.67
Close 102.27 103.05 0.78 0.8% 103.05
Range 1.54 1.82 0.28 18.2% 3.40
ATR 2.13 2.12 -0.01 -0.4% 0.00
Volume 62,556 23,577 -38,979 -62.3% 749,210
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.72 107.70 104.05
R3 106.90 105.88 103.55
R2 105.08 105.08 103.38
R1 104.06 104.06 103.22 104.57
PP 103.26 103.26 103.26 103.51
S1 102.24 102.24 102.88 102.75
S2 101.44 101.44 102.72
S3 99.62 100.42 102.55
S4 97.80 98.60 102.05
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.46 111.66 104.92
R3 110.06 108.26 103.99
R2 106.66 106.66 103.67
R1 104.86 104.86 103.36 105.76
PP 103.26 103.26 103.26 103.72
S1 101.46 101.46 102.74 102.36
S2 99.86 99.86 102.43
S3 96.46 98.06 102.12
S4 93.06 94.66 101.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.07 101.67 3.40 3.3% 1.93 1.9% 41% False False 149,842
10 105.07 100.68 4.39 4.3% 1.92 1.9% 54% False False 190,409
20 108.25 100.68 7.57 7.3% 2.09 2.0% 31% False False 214,956
40 110.95 100.68 10.27 10.0% 2.18 2.1% 23% False False 171,912
60 110.95 96.26 14.69 14.3% 2.12 2.1% 46% False False 136,851
80 110.95 96.26 14.69 14.3% 2.14 2.1% 46% False False 109,925
100 110.95 93.52 17.43 16.9% 2.16 2.1% 55% False False 91,277
120 110.95 88.58 22.37 21.7% 2.15 2.1% 65% False False 78,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.01
2.618 109.03
1.618 107.21
1.000 106.09
0.618 105.39
HIGH 104.27
0.618 103.57
0.500 103.36
0.382 103.15
LOW 102.45
0.618 101.33
1.000 100.63
1.618 99.51
2.618 97.69
4.250 94.72
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 103.36 103.09
PP 103.26 103.08
S1 103.15 103.06

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

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