NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 103.80 104.10 0.30 0.3% 103.93
High 104.27 105.91 1.64 1.6% 105.13
Low 102.74 103.55 0.81 0.8% 101.77
Close 103.81 105.08 1.27 1.2% 103.80
Range 1.53 2.36 0.83 54.2% 3.36
ATR 2.05 2.07 0.02 1.1% 0.00
Volume 44,621 47,157 2,536 5.7% 253,801
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 111.93 110.86 106.38
R3 109.57 108.50 105.73
R2 107.21 107.21 105.51
R1 106.14 106.14 105.30 106.68
PP 104.85 104.85 104.85 105.11
S1 103.78 103.78 104.86 104.32
S2 102.49 102.49 104.65
S3 100.13 101.42 104.43
S4 97.77 99.06 103.78
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
5 105.91 101.94 3.97 3.8% 1.81 1.7% 79% True False 53,529
10 106.20 101.77 4.43 4.2% 1.96 1.9% 75% False False 47,944
20 109.21 101.77 7.44 7.1% 2.08 2.0% 44% False False 38,875
40 111.49 101.77 9.72 9.3% 2.07 2.0% 34% False False 35,858
60 111.49 97.05 14.44 13.7% 1.96 1.9% 56% False False 30,898
80 111.49 97.05 14.44 13.7% 1.92 1.8% 56% False False 25,337
100 111.49 93.45 18.04 17.2% 1.91 1.8% 64% False False 21,520
120 111.49 89.40 22.09 21.0% 1.92 1.8% 71% False False 19,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 115.94
2.618 112.09
1.618 109.73
1.000 108.27
0.618 107.37
HIGH 105.91
0.618 105.01
0.500 104.73
0.382 104.45
LOW 103.55
0.618 102.09
1.000 101.19
1.618 99.73
2.618 97.37
4.250 93.52
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 104.96 104.83
PP 104.85 104.58
S1 104.73 104.33

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

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