NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 104.44 104.38 -0.06 -0.1% 104.43
High 105.64 104.58 -1.06 -1.0% 106.16
Low 104.44 103.39 -1.05 -1.0% 103.67
Close 105.16 104.58 -0.58 -0.6% 105.16
Range 1.20 1.19 -0.01 -0.8% 2.49
ATR 1.57 1.58 0.01 0.9% 0.00
Volume 6,497 7,360 863 13.3% 44,605
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 107.75 107.36 105.23
R3 106.56 106.17 104.91
R2 105.37 105.37 104.80
R1 104.98 104.98 104.69 105.18
PP 104.18 104.18 104.18 104.28
S1 103.79 103.79 104.47 103.99
S2 102.99 102.99 104.36
S3 101.80 102.60 104.25
S4 100.61 101.41 103.93
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 112.47 111.30 106.53
R3 109.98 108.81 105.84
R2 107.49 107.49 105.62
R1 106.32 106.32 105.39 106.91
PP 105.00 105.00 105.00 105.29
S1 103.83 103.83 104.93 104.42
S2 102.51 102.51 104.70
S3 100.02 101.34 104.48
S4 97.53 98.85 103.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.16 103.39 2.77 2.6% 1.33 1.3% 43% False True 9,375
10 106.16 103.29 2.87 2.7% 1.33 1.3% 45% False False 9,032
20 109.21 103.29 5.92 5.7% 1.54 1.5% 22% False False 7,392
40 109.82 103.29 6.53 6.2% 1.44 1.4% 20% False False 7,556
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 2 trading days
Fibonacci Retracements and Extensions
4.250 109.64
2.618 107.70
1.618 106.51
1.000 105.77
0.618 105.32
HIGH 104.58
0.618 104.13
0.500 103.99
0.382 103.84
LOW 103.39
0.618 102.65
1.000 102.20
1.618 101.46
2.618 100.27
4.250 98.33
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 104.38 104.56
PP 104.18 104.54
S1 103.99 104.52

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

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