NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 103.73 99.40 -4.33 -4.2% 106.01
High 103.94 99.60 -4.34 -4.2% 107.29
Low 98.90 96.96 -1.94 -2.0% 98.90
Close 99.81 99.30 -0.51 -0.5% 99.81
Range 5.04 2.64 -2.40 -47.6% 8.39
ATR 1.90 1.97 0.07 3.6% 0.00
Volume 67,319 90,287 22,968 34.1% 251,045
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 106.54 105.56 100.75
R3 103.90 102.92 100.03
R2 101.26 101.26 99.78
R1 100.28 100.28 99.54 99.45
PP 98.62 98.62 98.62 98.21
S1 97.64 97.64 99.06 96.81
S2 95.98 95.98 98.82
S3 93.34 95.00 98.57
S4 90.70 92.36 97.85
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 127.17 121.88 104.42
R3 118.78 113.49 102.12
R2 110.39 110.39 101.35
R1 105.10 105.10 100.58 103.55
PP 102.00 102.00 102.00 101.23
S1 96.71 96.71 99.04 95.16
S2 93.61 93.61 98.27
S3 85.22 88.32 97.50
S4 76.83 79.93 95.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.29 96.96 10.33 10.4% 2.64 2.7% 23% False True 63,035
10 107.29 96.96 10.33 10.4% 1.86 1.9% 23% False True 49,925
20 107.29 96.96 10.33 10.4% 1.75 1.8% 23% False True 46,981
Crabel Price Patterns
NR True
NR4 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.82
2.618 106.51
1.618 103.87
1.000 102.24
0.618 101.23
HIGH 99.60
0.618 98.59
0.500 98.28
0.382 97.97
LOW 96.96
0.618 95.33
1.000 94.32
1.618 92.69
2.618 90.05
4.250 85.74
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 98.96 101.61
PP 98.62 100.84
S1 98.28 100.07

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

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