NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 98.31 98.15 -0.16 -0.2% 106.12
High 98.31 98.85 0.54 0.5% 107.15
Low 96.73 97.53 0.80 0.8% 98.84
Close 98.10 98.29 0.19 0.2% 99.68
Range 1.58 1.32 -0.26 -16.5% 8.31
ATR 1.78 1.74 -0.03 -1.8% 0.00
Volume 12,939 10,130 -2,809 -21.7% 44,890
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 102.18 101.56 99.02
R3 100.86 100.24 98.65
R2 99.54 99.54 98.53
R1 98.92 98.92 98.41 99.23
PP 98.22 98.22 98.22 98.38
S1 97.60 97.60 98.17 97.91
S2 96.90 96.90 98.05
S3 95.58 96.28 97.93
S4 94.26 94.96 97.56
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
5 102.76 96.73 6.03 6.1% 2.15 2.2% 26% False False 12,439
10 107.15 96.73 10.42 10.6% 1.78 1.8% 15% False False 10,350
20 107.15 96.73 10.42 10.6% 1.47 1.5% 15% False False 9,586
40 109.80 96.73 13.07 13.3% 1.55 1.6% 12% False False 8,142
60 110.08 96.73 13.35 13.6% 1.40 1.4% 12% False False 8,063
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.46
2.618 102.31
1.618 100.99
1.000 100.17
0.618 99.67
HIGH 98.85
0.618 98.35
0.500 98.19
0.382 98.03
LOW 97.53
0.618 96.71
1.000 96.21
1.618 95.39
2.618 94.07
4.250 91.92
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 98.26 98.15
PP 98.22 98.00
S1 98.19 97.86

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

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