NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 105.65 104.59 -1.06 -1.0% 105.00
High 105.65 104.77 -0.88 -0.8% 105.61
Low 104.21 103.67 -0.54 -0.5% 103.29
Close 104.52 104.16 -0.36 -0.3% 104.91
Range 1.44 1.10 -0.34 -23.6% 2.32
ATR 1.61 1.58 -0.04 -2.3% 0.00
Volume 8,322 12,282 3,960 47.6% 44,089
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 107.50 106.93 104.77
R3 106.40 105.83 104.46
R2 105.30 105.30 104.36
R1 104.73 104.73 104.26 104.47
PP 104.20 104.20 104.20 104.07
S1 103.63 103.63 104.06 103.37
S2 103.10 103.10 103.96
S3 102.00 102.53 103.86
S4 100.90 101.43 103.56
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 111.56 110.56 106.19
R3 109.24 108.24 105.55
R2 106.92 106.92 105.34
R1 105.92 105.92 105.12 105.26
PP 104.60 104.60 104.60 104.28
S1 103.60 103.60 104.70 102.94
S2 102.28 102.28 104.48
S3 99.96 101.28 104.27
S4 97.64 98.96 103.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.16 103.67 2.49 2.4% 1.28 1.2% 20% False True 10,128
10 106.16 103.29 2.87 2.8% 1.42 1.4% 30% False False 8,980
20 109.21 103.29 5.92 5.7% 1.62 1.6% 15% False False 7,356
40 110.08 103.29 6.79 6.5% 1.45 1.4% 13% False False 7,626
Crabel Price Patterns
NR True
NR4 True
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 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.45
2.618 107.65
1.618 106.55
1.000 105.87
0.618 105.45
HIGH 104.77
0.618 104.35
0.500 104.22
0.382 104.09
LOW 103.67
0.618 102.99
1.000 102.57
1.618 101.89
2.618 100.79
4.250 99.00
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 104.22 104.92
PP 104.20 104.66
S1 104.18 104.41

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

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