NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 103.08 104.15 1.07 1.0% 102.99
High 104.69 104.34 -0.35 -0.3% 104.69
Low 102.86 103.07 0.21 0.2% 101.22
Close 104.10 103.32 -0.78 -0.7% 103.32
Range 1.83 1.27 -0.56 -30.6% 3.47
ATR 2.22 2.15 -0.07 -3.1% 0.00
Volume 126,443 145,281 18,838 14.9% 547,264
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 107.39 106.62 104.02
R3 106.12 105.35 103.67
R2 104.85 104.85 103.55
R1 104.08 104.08 103.44 103.83
PP 103.58 103.58 103.58 103.45
S1 102.81 102.81 103.20 102.56
S2 102.31 102.31 103.09
S3 101.04 101.54 102.97
S4 99.77 100.27 102.62
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.49 111.87 105.23
R3 110.02 108.40 104.27
R2 106.55 106.55 103.96
R1 104.93 104.93 103.64 105.74
PP 103.08 103.08 103.08 103.48
S1 101.46 101.46 103.00 102.27
S2 99.61 99.61 102.68
S3 96.14 97.99 102.37
S4 92.67 94.52 101.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.69 101.22 3.47 3.4% 1.87 1.8% 61% False False 109,452
10 105.99 101.22 4.77 4.6% 2.06 2.0% 44% False False 94,486
20 109.13 101.22 7.91 7.7% 2.11 2.0% 27% False False 82,458
40 111.30 101.22 10.08 9.8% 2.14 2.1% 21% False False 82,205
60 111.30 96.67 14.63 14.2% 2.10 2.0% 45% False False 75,488
80 111.30 93.40 17.90 17.3% 2.09 2.0% 55% False False 64,998
100 111.30 93.40 17.90 17.3% 2.16 2.1% 55% False False 58,532
120 111.30 86.84 24.46 23.7% 2.23 2.2% 67% False False 54,364
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 0.37
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 109.74
2.618 107.66
1.618 106.39
1.000 105.61
0.618 105.12
HIGH 104.34
0.618 103.85
0.500 103.71
0.382 103.56
LOW 103.07
0.618 102.29
1.000 101.80
1.618 101.02
2.618 99.75
4.250 97.67
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 103.71 103.23
PP 103.58 103.14
S1 103.45 103.05

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

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