NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 104.74 103.80 -0.94 -0.9% 103.93
High 104.76 104.27 -0.49 -0.5% 105.13
Low 103.55 102.74 -0.81 -0.8% 101.77
Close 103.80 103.81 0.01 0.0% 103.80
Range 1.21 1.53 0.32 26.4% 3.36
ATR 2.09 2.05 -0.04 -1.9% 0.00
Volume 73,538 44,621 -28,917 -39.3% 253,801
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.20 107.53 104.65
R3 106.67 106.00 104.23
R2 105.14 105.14 104.09
R1 104.47 104.47 103.95 104.81
PP 103.61 103.61 103.61 103.77
S1 102.94 102.94 103.67 103.28
S2 102.08 102.08 103.53
S3 100.55 101.41 103.39
S4 99.02 99.88 102.97
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% 1.79 1.7% 61% False False 51,585
10 106.48 101.77 4.71 4.5% 2.06 2.0% 43% False False 46,547
20 109.51 101.77 7.74 7.5% 2.04 2.0% 26% False False 37,790
40 111.49 101.77 9.72 9.4% 2.04 2.0% 21% False False 35,180
60 111.49 97.05 14.44 13.9% 1.97 1.9% 47% False False 30,335
80 111.49 94.65 16.84 16.2% 1.93 1.9% 54% False False 24,787
100 111.49 93.45 18.04 17.4% 1.90 1.8% 57% False False 21,176
120 111.49 88.18 23.31 22.5% 1.92 1.8% 67% False False 18,764
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 True
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.77
2.618 108.28
1.618 106.75
1.000 105.80
0.618 105.22
HIGH 104.27
0.618 103.69
0.500 103.51
0.382 103.32
LOW 102.74
0.618 101.79
1.000 101.21
1.618 100.26
2.618 98.73
4.250 96.24
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 103.71 103.94
PP 103.61 103.89
S1 103.51 103.85

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

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