NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 97.75 98.98 1.23 1.3% 106.12
High 99.31 98.98 -0.33 -0.3% 107.15
Low 97.28 97.07 -0.21 -0.2% 98.84
Close 99.18 98.33 -0.85 -0.9% 99.68
Range 2.03 1.91 -0.12 -5.9% 8.31
ATR 1.77 1.79 0.02 1.4% 0.00
Volume 18,069 11,151 -6,918 -38.3% 44,890
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 103.86 103.00 99.38
R3 101.95 101.09 98.86
R2 100.04 100.04 98.68
R1 99.18 99.18 98.51 98.66
PP 98.13 98.13 98.13 97.86
S1 97.27 97.27 98.15 96.75
S2 96.22 96.22 97.98
S3 94.31 95.36 97.80
S4 92.40 93.45 97.28
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 126.82 121.56 104.25
R3 118.51 113.25 101.97
R2 110.20 110.20 101.20
R1 104.94 104.94 100.44 103.42
PP 101.89 101.89 101.89 101.13
S1 96.63 96.63 98.92 95.11
S2 93.58 93.58 98.16
S3 85.27 88.32 97.39
S4 76.96 80.01 95.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.76 97.07 9.69 9.9% 2.30 2.3% 13% False True 12,474
10 107.15 97.07 10.08 10.3% 1.70 1.7% 13% False True 9,865
20 107.15 97.07 10.08 10.3% 1.46 1.5% 13% False True 9,363
40 109.80 97.07 12.73 12.9% 1.54 1.6% 10% False True 7,900
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 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.10
2.618 103.98
1.618 102.07
1.000 100.89
0.618 100.16
HIGH 98.98
0.618 98.25
0.500 98.03
0.382 97.80
LOW 97.07
0.618 95.89
1.000 95.16
1.618 93.98
2.618 92.07
4.250 88.95
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 98.23 99.92
PP 98.13 99.39
S1 98.03 98.86

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

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