NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 103.57 104.17 0.60 0.6% 103.80
High 104.48 104.94 0.46 0.4% 105.91
Low 103.23 103.51 0.28 0.3% 102.56
Close 103.96 104.50 0.54 0.5% 104.29
Range 1.25 1.43 0.18 14.4% 3.35
ATR 1.98 1.94 -0.04 -2.0% 0.00
Volume 38,127 41,359 3,232 8.5% 238,743
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.61 107.98 105.29
R3 107.18 106.55 104.89
R2 105.75 105.75 104.76
R1 105.12 105.12 104.63 105.44
PP 104.32 104.32 104.32 104.47
S1 103.69 103.69 104.37 104.01
S2 102.89 102.89 104.24
S3 101.46 102.26 104.11
S4 100.03 100.83 103.71
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
5 105.05 102.26 2.79 2.7% 1.60 1.5% 80% False False 43,488
10 105.91 102.26 3.65 3.5% 1.72 1.6% 61% False False 49,002
20 107.91 101.77 6.14 5.9% 2.01 1.9% 44% False False 44,075
40 111.49 101.77 9.72 9.3% 2.04 2.0% 28% False False 37,081
60 111.49 97.05 14.44 13.8% 1.96 1.9% 52% False False 34,331
80 111.49 97.05 14.44 13.8% 1.94 1.9% 52% False False 28,434
100 111.49 93.45 18.04 17.3% 1.91 1.8% 61% False False 23,813
120 111.49 91.53 19.96 19.1% 1.91 1.8% 65% False False 20,983
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.02
2.618 108.68
1.618 107.25
1.000 106.37
0.618 105.82
HIGH 104.94
0.618 104.39
0.500 104.23
0.382 104.06
LOW 103.51
0.618 102.63
1.000 102.08
1.618 101.20
2.618 99.77
4.250 97.43
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 104.41 104.20
PP 104.32 103.90
S1 104.23 103.60

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

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