NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 103.39 104.14 0.75 0.7% 103.80
High 105.05 104.30 -0.75 -0.7% 105.91
Low 103.31 102.26 -1.05 -1.0% 102.56
Close 104.29 103.55 -0.74 -0.7% 104.29
Range 1.74 2.04 0.30 17.2% 3.35
ATR 2.03 2.04 0.00 0.0% 0.00
Volume 35,320 43,299 7,979 22.6% 238,743
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.49 108.56 104.67
R3 107.45 106.52 104.11
R2 105.41 105.41 103.92
R1 104.48 104.48 103.74 103.93
PP 103.37 103.37 103.37 103.09
S1 102.44 102.44 103.36 101.89
S2 101.33 101.33 103.18
S3 99.29 100.40 102.99
S4 97.25 98.36 102.43
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
5 105.91 102.26 3.65 3.5% 1.99 1.9% 35% False True 47,484
10 105.91 101.77 4.14 4.0% 1.89 1.8% 43% False False 49,534
20 108.63 101.77 6.86 6.6% 1.99 1.9% 26% False False 42,446
40 111.49 101.77 9.72 9.4% 2.09 2.0% 18% False False 37,209
60 111.49 97.05 14.44 13.9% 1.95 1.9% 45% False False 33,295
80 111.49 97.05 14.44 13.9% 1.95 1.9% 45% False False 27,514
100 111.49 93.45 18.04 17.4% 1.92 1.8% 56% False False 23,172
120 111.49 89.40 22.09 21.3% 1.91 1.8% 64% False False 20,403
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.97
2.618 109.64
1.618 107.60
1.000 106.34
0.618 105.56
HIGH 104.30
0.618 103.52
0.500 103.28
0.382 103.04
LOW 102.26
0.618 101.00
1.000 100.22
1.618 98.96
2.618 96.92
4.250 93.59
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 103.46 103.66
PP 103.37 103.62
S1 103.28 103.59

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

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