NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 103.55 104.69 1.14 1.1% 105.73
High 105.18 105.95 0.77 0.7% 107.68
Low 103.36 104.50 1.14 1.1% 103.78
Close 104.78 105.59 0.81 0.8% 105.64
Range 1.82 1.45 -0.37 -20.3% 3.90
ATR 2.03 1.99 -0.04 -2.0% 0.00
Volume 43,757 45,492 1,735 4.0% 166,566
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.70 109.09 106.39
R3 108.25 107.64 105.99
R2 106.80 106.80 105.86
R1 106.19 106.19 105.72 106.50
PP 105.35 105.35 105.35 105.50
S1 104.74 104.74 105.46 105.05
S2 103.90 103.90 105.32
S3 102.45 103.29 105.19
S4 101.00 101.84 104.79
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 117.40 115.42 107.79
R3 113.50 111.52 106.71
R2 109.60 109.60 106.36
R1 107.62 107.62 106.00 106.66
PP 105.70 105.70 105.70 105.22
S1 103.72 103.72 105.28 102.76
S2 101.80 101.80 104.93
S3 97.90 99.82 104.57
S4 94.00 95.92 103.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.95 103.25 2.70 2.6% 1.81 1.7% 87% True False 40,506
10 107.81 103.25 4.56 4.3% 2.11 2.0% 51% False False 40,035
20 110.02 103.25 6.77 6.4% 1.94 1.8% 35% False False 39,598
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 0.44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 112.11
2.618 109.75
1.618 108.30
1.000 107.40
0.618 106.85
HIGH 105.95
0.618 105.40
0.500 105.23
0.382 105.05
LOW 104.50
0.618 103.60
1.000 103.05
1.618 102.15
2.618 100.70
4.250 98.34
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 105.47 105.26
PP 105.35 104.93
S1 105.23 104.60

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

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