NYMEX Light Sweet Crude Oil Future July 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 103.51 104.74 1.23 1.2% 103.93
High 105.13 104.76 -0.37 -0.4% 105.13
Low 103.35 103.55 0.20 0.2% 101.77
Close 104.57 103.80 -0.77 -0.7% 103.80
Range 1.78 1.21 -0.57 -32.0% 3.36
ATR 2.15 2.09 -0.07 -3.1% 0.00
Volume 54,954 73,538 18,584 33.8% 253,801
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 107.67 106.94 104.47
R3 106.46 105.73 104.13
R2 105.25 105.25 104.02
R1 104.52 104.52 103.91 104.28
PP 104.04 104.04 104.04 103.92
S1 103.31 103.31 103.69 103.07
S2 102.83 102.83 103.58
S3 101.62 102.10 103.47
S4 100.41 100.89 103.13
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.65 112.08 105.65
R3 110.29 108.72 104.72
R2 106.93 106.93 104.42
R1 105.36 105.36 104.11 104.47
PP 103.57 103.57 103.57 103.12
S1 102.00 102.00 103.49 101.11
S2 100.21 100.21 103.18
S3 96.85 98.64 102.88
S4 93.49 95.28 101.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.13 101.77 3.36 3.2% 1.88 1.8% 60% False False 50,760
10 106.48 101.77 4.71 4.5% 2.04 2.0% 43% False False 45,743
20 109.51 101.77 7.74 7.5% 2.06 2.0% 26% False False 37,665
40 111.49 101.77 9.72 9.4% 2.05 2.0% 21% False False 34,792
60 111.49 97.05 14.44 13.9% 1.97 1.9% 47% False False 29,735
80 111.49 93.50 17.99 17.3% 1.92 1.9% 57% False False 24,311
100 111.49 93.45 18.04 17.4% 1.92 1.8% 57% False False 20,827
120 111.49 86.96 24.53 23.6% 1.93 1.9% 69% False False 18,418
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 0.34
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 109.90
2.618 107.93
1.618 106.72
1.000 105.97
0.618 105.51
HIGH 104.76
0.618 104.30
0.500 104.16
0.382 104.01
LOW 103.55
0.618 102.80
1.000 102.34
1.618 101.59
2.618 100.38
4.250 98.41
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 104.16 103.71
PP 104.04 103.62
S1 103.92 103.54

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

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