NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 103.93 104.32 0.39 0.4% 104.36
High 105.44 104.75 -0.69 -0.7% 107.38
Low 103.76 103.15 -0.61 -0.6% 103.49
Close 105.37 104.69 -0.68 -0.6% 105.37
Range 1.68 1.60 -0.08 -4.8% 3.89
ATR 1.84 1.86 0.03 1.5% 0.00
Volume 9,862 10,297 435 4.4% 37,737
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.00 108.44 105.57
R3 107.40 106.84 105.13
R2 105.80 105.80 104.98
R1 105.24 105.24 104.84 105.52
PP 104.20 104.20 104.20 104.34
S1 103.64 103.64 104.54 103.92
S2 102.60 102.60 104.40
S3 101.00 102.04 104.25
S4 99.40 100.44 103.81
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 117.08 115.12 107.51
R3 113.19 111.23 106.44
R2 109.30 109.30 106.08
R1 107.34 107.34 105.73 108.32
PP 105.41 105.41 105.41 105.91
S1 103.45 103.45 105.01 104.43
S2 101.52 101.52 104.66
S3 97.63 99.56 104.30
S4 93.74 95.67 103.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.38 103.15 4.23 4.0% 2.10 2.0% 36% False True 9,606
10 109.15 103.15 6.00 5.7% 1.86 1.8% 26% False True 7,871
20 109.80 103.15 6.65 6.4% 1.72 1.6% 23% False True 8,976
40 110.65 101.60 9.05 8.6% 1.57 1.5% 34% False False 9,334
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.55
2.618 108.94
1.618 107.34
1.000 106.35
0.618 105.74
HIGH 104.75
0.618 104.14
0.500 103.95
0.382 103.76
LOW 103.15
0.618 102.16
1.000 101.55
1.618 100.56
2.618 98.96
4.250 96.35
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 104.44 104.67
PP 104.20 104.65
S1 103.95 104.63

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

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