NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 105.75 106.82 1.07 1.0% 105.15
High 107.14 106.82 -0.32 -0.3% 106.17
Low 105.72 105.82 0.10 0.1% 103.51
Close 107.04 106.15 -0.89 -0.8% 106.16
Range 1.42 1.00 -0.42 -29.6% 2.66
ATR
Volume 3,921 5,494 1,573 40.1% 18,221
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 109.26 108.71 106.70
R3 108.26 107.71 106.43
R2 107.26 107.26 106.33
R1 106.71 106.71 106.24 106.49
PP 106.26 106.26 106.26 106.15
S1 105.71 105.71 106.06 105.49
S2 105.26 105.26 105.97
S3 104.26 104.71 105.88
S4 103.26 103.71 105.60
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.26 112.37 107.62
R3 110.60 109.71 106.89
R2 107.94 107.94 106.65
R1 107.05 107.05 106.40 107.50
PP 105.28 105.28 105.28 105.50
S1 104.39 104.39 105.92 104.84
S2 102.62 102.62 105.67
S3 99.96 101.73 105.43
S4 97.30 99.07 104.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.14 105.30 1.84 1.7% 0.96 0.9% 46% False False 4,280
10 107.14 103.51 3.63 3.4% 0.98 0.9% 73% False False 4,020
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.07
2.618 109.44
1.618 108.44
1.000 107.82
0.618 107.44
HIGH 106.82
0.618 106.44
0.500 106.32
0.382 106.20
LOW 105.82
0.618 105.20
1.000 104.82
1.618 104.20
2.618 103.20
4.250 101.57
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 106.32 106.22
PP 106.26 106.20
S1 106.21 106.17

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

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