NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 104.17 104.38 0.21 0.2% 103.80
High 104.94 105.30 0.36 0.3% 105.91
Low 103.51 104.25 0.74 0.7% 102.56
Close 104.50 104.94 0.44 0.4% 104.29
Range 1.43 1.05 -0.38 -26.6% 3.35
ATR 1.94 1.88 -0.06 -3.3% 0.00
Volume 41,359 70,743 29,384 71.0% 238,743
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 107.98 107.51 105.52
R3 106.93 106.46 105.23
R2 105.88 105.88 105.13
R1 105.41 105.41 105.04 105.65
PP 104.83 104.83 104.83 104.95
S1 104.36 104.36 104.84 104.60
S2 103.78 103.78 104.75
S3 102.73 103.31 104.65
S4 101.68 102.26 104.36
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
5 105.30 102.26 3.04 2.9% 1.50 1.4% 88% True False 45,769
10 105.91 102.26 3.65 3.5% 1.64 1.6% 73% False False 50,580
20 106.70 101.77 4.93 4.7% 1.96 1.9% 64% False False 46,533
40 111.49 101.77 9.72 9.3% 2.00 1.9% 33% False False 38,392
60 111.49 97.05 14.44 13.8% 1.92 1.8% 55% False False 35,331
80 111.49 97.05 14.44 13.8% 1.94 1.9% 55% False False 29,253
100 111.49 93.45 18.04 17.2% 1.91 1.8% 64% False False 24,419
120 111.49 92.71 18.78 17.9% 1.91 1.8% 65% False False 21,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 109.76
2.618 108.05
1.618 107.00
1.000 106.35
0.618 105.95
HIGH 105.30
0.618 104.90
0.500 104.78
0.382 104.65
LOW 104.25
0.618 103.60
1.000 103.20
1.618 102.55
2.618 101.50
4.250 99.79
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 104.89 104.72
PP 104.83 104.49
S1 104.78 104.27

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

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