NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 104.88 105.56 0.68 0.6% 104.43
High 105.54 106.02 0.48 0.5% 106.16
Low 104.40 105.12 0.72 0.7% 103.67
Close 105.31 105.78 0.47 0.4% 105.16
Range 1.14 0.90 -0.24 -21.1% 2.49
ATR 1.50 1.46 -0.04 -2.9% 0.00
Volume 7,302 10,909 3,607 49.4% 44,605
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.34 107.96 106.28
R3 107.44 107.06 106.03
R2 106.54 106.54 105.95
R1 106.16 106.16 105.86 106.35
PP 105.64 105.64 105.64 105.74
S1 105.26 105.26 105.70 105.45
S2 104.74 104.74 105.62
S3 103.84 104.36 105.53
S4 102.94 103.46 105.29
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
5 106.02 103.39 2.63 2.5% 1.05 1.0% 91% True False 7,514
10 106.16 103.39 2.77 2.6% 1.17 1.1% 86% False False 8,821
20 107.55 103.29 4.26 4.0% 1.53 1.4% 58% False False 7,837
40 109.80 103.29 6.51 6.2% 1.39 1.3% 38% False False 7,333
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.85
2.618 108.38
1.618 107.48
1.000 106.92
0.618 106.58
HIGH 106.02
0.618 105.68
0.500 105.57
0.382 105.46
LOW 105.12
0.618 104.56
1.000 104.22
1.618 103.66
2.618 102.76
4.250 101.30
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 105.71 105.57
PP 105.64 105.37
S1 105.57 105.16

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

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