NYMEX Light Sweet Crude Oil Future July 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 103.65 103.39 -0.26 -0.3% 103.80
High 104.10 105.05 0.95 0.9% 105.91
Low 102.56 103.31 0.75 0.7% 102.56
Close 103.15 104.29 1.14 1.1% 104.29
Range 1.54 1.74 0.20 13.0% 3.35
ATR 2.05 2.03 -0.01 -0.5% 0.00
Volume 59,335 35,320 -24,015 -40.5% 238,743
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.44 108.60 105.25
R3 107.70 106.86 104.77
R2 105.96 105.96 104.61
R1 105.12 105.12 104.45 105.54
PP 104.22 104.22 104.22 104.43
S1 103.38 103.38 104.13 103.80
S2 102.48 102.48 103.97
S3 100.74 101.64 103.81
S4 99.00 99.90 103.33
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 114.30 112.65 106.13
R3 110.95 109.30 105.21
R2 107.60 107.60 104.90
R1 105.95 105.95 104.60 106.78
PP 104.25 104.25 104.25 104.67
S1 102.60 102.60 103.98 103.43
S2 100.90 100.90 103.68
S3 97.55 99.25 103.37
S4 94.20 95.90 102.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.91 102.56 3.35 3.2% 1.89 1.8% 52% False False 47,748
10 105.91 101.77 4.14 4.0% 1.89 1.8% 61% False False 49,254
20 109.21 101.77 7.44 7.1% 2.04 2.0% 34% False False 41,813
40 111.49 101.77 9.72 9.3% 2.08 2.0% 26% False False 37,000
60 111.49 97.05 14.44 13.8% 1.95 1.9% 50% False False 32,763
80 111.49 97.05 14.44 13.8% 1.95 1.9% 50% False False 27,008
100 111.49 93.45 18.04 17.3% 1.92 1.8% 60% False False 22,776
120 111.49 89.40 22.09 21.2% 1.90 1.8% 67% False False 20,095
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.45
2.618 109.61
1.618 107.87
1.000 106.79
0.618 106.13
HIGH 105.05
0.618 104.39
0.500 104.18
0.382 103.97
LOW 103.31
0.618 102.23
1.000 101.57
1.618 100.49
2.618 98.75
4.250 95.92
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 104.25 104.18
PP 104.22 104.07
S1 104.18 103.97

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

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