NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 104.99 103.40 -1.59 -1.5% 104.50
High 105.20 104.95 -0.25 -0.2% 107.51
Low 103.29 103.40 0.11 0.1% 103.60
Close 103.40 104.68 1.28 1.2% 105.52
Range 1.91 1.55 -0.36 -18.8% 3.91
ATR 1.74 1.73 -0.01 -0.8% 0.00
Volume 7,211 10,074 2,863 39.7% 25,190
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.99 108.39 105.53
R3 107.44 106.84 105.11
R2 105.89 105.89 104.96
R1 105.29 105.29 104.82 105.59
PP 104.34 104.34 104.34 104.50
S1 103.74 103.74 104.54 104.04
S2 102.79 102.79 104.40
S3 101.24 102.19 104.25
S4 99.69 100.64 103.83
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
5 106.08 103.29 2.79 2.7% 1.85 1.8% 50% False False 7,499
10 108.69 103.29 5.40 5.2% 1.97 1.9% 26% False False 6,382
20 109.80 103.29 6.51 6.2% 1.65 1.6% 21% False False 6,642
40 110.08 103.29 6.79 6.5% 1.35 1.3% 20% False False 7,193
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111.54
2.618 109.01
1.618 107.46
1.000 106.50
0.618 105.91
HIGH 104.95
0.618 104.36
0.500 104.18
0.382 103.99
LOW 103.40
0.618 102.44
1.000 101.85
1.618 100.89
2.618 99.34
4.250 96.81
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 104.51 104.54
PP 104.34 104.39
S1 104.18 104.25

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

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