NYMEX Light Sweet Crude Oil Future December 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 105.07 105.26 0.19 0.2% 104.85
High 105.80 106.18 0.38 0.4% 106.43
Low 104.49 105.20 0.71 0.7% 103.72
Close 105.41 105.88 0.47 0.4% 105.24
Range 1.31 0.98 -0.33 -25.2% 2.71
ATR 1.75 1.70 -0.06 -3.2% 0.00
Volume 36,981 50,560 13,579 36.7% 231,142
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.69 108.27 106.42
R3 107.71 107.29 106.15
R2 106.73 106.73 106.06
R1 106.31 106.31 105.97 106.52
PP 105.75 105.75 105.75 105.86
S1 105.33 105.33 105.79 105.54
S2 104.77 104.77 105.70
S3 103.79 104.35 105.61
S4 102.81 103.37 105.34
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.26 111.96 106.73
R3 110.55 109.25 105.99
R2 107.84 107.84 105.74
R1 106.54 106.54 105.49 107.19
PP 105.13 105.13 105.13 105.46
S1 103.83 103.83 104.99 104.48
S2 102.42 102.42 104.74
S3 99.71 101.12 104.49
S4 97.00 98.41 103.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.18 103.39 2.79 2.6% 1.33 1.3% 89% True False 39,100
10 106.43 103.39 3.04 2.9% 1.44 1.4% 82% False False 44,564
20 107.81 103.25 4.56 4.3% 1.77 1.7% 58% False False 42,300
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 110.35
2.618 108.75
1.618 107.77
1.000 107.16
0.618 106.79
HIGH 106.18
0.618 105.81
0.500 105.69
0.382 105.57
LOW 105.20
0.618 104.59
1.000 104.22
1.618 103.61
2.618 102.63
4.250 101.04
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 105.82 105.67
PP 105.75 105.46
S1 105.69 105.26

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

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