NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 103.91 105.06 1.15 1.1% 103.89
High 105.40 105.17 -0.23 -0.2% 105.40
Low 103.74 103.93 0.19 0.2% 102.29
Close 104.95 104.20 -0.75 -0.7% 104.20
Range 1.66 1.24 -0.42 -25.3% 3.11
ATR 2.05 1.99 -0.06 -2.8% 0.00
Volume 26,289 45,531 19,242 73.2% 138,900
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.15 107.42 104.88
R3 106.91 106.18 104.54
R2 105.67 105.67 104.43
R1 104.94 104.94 104.31 104.69
PP 104.43 104.43 104.43 104.31
S1 103.70 103.70 104.09 103.45
S2 103.19 103.19 103.97
S3 101.95 102.46 103.86
S4 100.71 101.22 103.52
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.29 111.86 105.91
R3 110.18 108.75 105.06
R2 107.07 107.07 104.77
R1 105.64 105.64 104.49 106.36
PP 103.96 103.96 103.96 104.32
S1 102.53 102.53 103.91 103.25
S2 100.85 100.85 103.63
S3 97.74 99.42 103.34
S4 94.63 96.31 102.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.40 102.29 3.11 3.0% 1.75 1.7% 61% False False 27,780
10 106.87 102.29 4.58 4.4% 1.96 1.9% 42% False False 25,474
20 109.69 102.29 7.40 7.1% 1.96 1.9% 26% False False 20,774
40 111.38 102.29 9.09 8.7% 1.88 1.8% 21% False False 20,291
60 111.38 97.37 14.01 13.4% 1.74 1.7% 49% False False 17,059
80 111.38 93.40 17.98 17.3% 1.66 1.6% 60% False False 14,177
100 111.38 93.40 17.98 17.3% 1.63 1.6% 60% False False 12,251
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 110.44
2.618 108.42
1.618 107.18
1.000 106.41
0.618 105.94
HIGH 105.17
0.618 104.70
0.500 104.55
0.382 104.40
LOW 103.93
0.618 103.16
1.000 102.69
1.618 101.92
2.618 100.68
4.250 98.66
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 104.55 104.10
PP 104.43 104.00
S1 104.32 103.91

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

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