NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 105.67 104.85 -0.82 -0.8% 104.50
High 105.67 105.26 -0.41 -0.4% 105.95
Low 104.68 103.78 -0.90 -0.9% 103.25
Close 105.04 104.70 -0.34 -0.3% 105.04
Range 0.99 1.48 0.49 49.5% 2.70
ATR 1.92 1.89 -0.03 -1.6% 0.00
Volume 58,755 26,952 -31,803 -54.1% 206,413
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.02 108.34 105.51
R3 107.54 106.86 105.11
R2 106.06 106.06 104.97
R1 105.38 105.38 104.84 104.98
PP 104.58 104.58 104.58 104.38
S1 103.90 103.90 104.56 103.50
S2 103.10 103.10 104.43
S3 101.62 102.42 104.29
S4 100.14 100.94 103.89
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 112.85 111.64 106.53
R3 110.15 108.94 105.78
R2 107.45 107.45 105.54
R1 106.24 106.24 105.29 106.85
PP 104.75 104.75 104.75 105.05
S1 103.54 103.54 104.79 104.15
S2 102.05 102.05 104.55
S3 99.35 100.84 104.30
S4 96.65 98.14 103.56
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% 1.58 1.5% 54% False False 39,804
10 107.68 103.25 4.43 4.2% 1.88 1.8% 33% False False 39,993
20 110.02 103.25 6.77 6.5% 1.86 1.8% 21% False False 39,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.55
2.618 109.13
1.618 107.65
1.000 106.74
0.618 106.17
HIGH 105.26
0.618 104.69
0.500 104.52
0.382 104.35
LOW 103.78
0.618 102.87
1.000 102.30
1.618 101.39
2.618 99.91
4.250 97.49
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 104.64 104.87
PP 104.58 104.81
S1 104.52 104.76

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

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