NYMEX Light Sweet Crude Oil Future November 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 104.33 105.00 0.67 0.6% 104.50
High 105.57 105.00 -0.57 -0.5% 107.51
Low 103.86 103.41 -0.45 -0.4% 103.60
Close 105.52 104.87 -0.65 -0.6% 105.52
Range 1.71 1.59 -0.12 -7.0% 3.91
ATR 1.70 1.73 0.03 1.7% 0.00
Volume 7,611 5,734 -1,877 -24.7% 25,190
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.20 108.62 105.74
R3 107.61 107.03 105.31
R2 106.02 106.02 105.16
R1 105.44 105.44 105.02 104.94
PP 104.43 104.43 104.43 104.17
S1 103.85 103.85 104.72 103.35
S2 102.84 102.84 104.58
S3 101.25 102.26 104.43
S4 99.66 100.67 104.00
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 117.27 115.31 107.67
R3 113.36 111.40 106.60
R2 109.45 109.45 106.24
R1 107.49 107.49 105.88 108.47
PP 105.54 105.54 105.54 106.04
S1 103.58 103.58 105.16 104.56
S2 101.63 101.63 104.80
S3 97.72 99.67 104.44
S4 93.81 95.76 103.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.51 103.41 4.10 3.9% 2.05 2.0% 36% False True 6,184
10 109.21 103.41 5.80 5.5% 1.75 1.7% 25% False True 5,752
20 109.80 103.41 6.39 6.1% 1.59 1.5% 23% False True 6,411
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.76
2.618 109.16
1.618 107.57
1.000 106.59
0.618 105.98
HIGH 105.00
0.618 104.39
0.500 104.21
0.382 104.02
LOW 103.41
0.618 102.43
1.000 101.82
1.618 100.84
2.618 99.25
4.250 96.65
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 104.65 104.83
PP 104.43 104.79
S1 104.21 104.75

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

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