NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 100.21 99.54 -0.67 -0.7% 98.15
High 100.21 101.50 1.29 1.3% 100.55
Low 97.73 99.46 1.73 1.8% 96.33
Close 99.03 101.29 2.26 2.3% 99.03
Range 2.48 2.04 -0.44 -17.7% 4.22
ATR 2.27 2.29 0.01 0.6% 0.00
Volume 103,679 109,189 5,510 5.3% 663,370
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 106.87 106.12 102.41
R3 104.83 104.08 101.85
R2 102.79 102.79 101.66
R1 102.04 102.04 101.48 102.42
PP 100.75 100.75 100.75 100.94
S1 100.00 100.00 101.10 100.38
S2 98.71 98.71 100.92
S3 96.67 97.96 100.73
S4 94.63 95.92 100.17
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 111.30 109.38 101.35
R3 107.08 105.16 100.19
R2 102.86 102.86 99.80
R1 100.94 100.94 99.42 101.90
PP 98.64 98.64 98.64 99.12
S1 96.72 96.72 98.64 97.68
S2 94.42 94.42 98.26
S3 90.20 92.50 97.87
S4 85.98 88.28 96.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.50 96.33 5.17 5.1% 2.23 2.2% 96% True False 131,431
10 101.59 95.81 5.78 5.7% 2.27 2.2% 95% False False 109,044
20 102.48 95.81 6.67 6.6% 2.24 2.2% 82% False False 84,525
40 104.10 93.27 10.83 10.7% 2.21 2.2% 74% False False 57,828
60 104.10 93.27 10.83 10.7% 2.36 2.3% 74% False False 45,842
80 104.10 84.94 19.16 18.9% 2.36 2.3% 85% False False 38,229
100 104.10 76.15 27.95 27.6% 2.48 2.5% 90% False False 32,371
120 104.10 76.15 27.95 27.6% 2.45 2.4% 90% False False 28,180
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.17
2.618 106.84
1.618 104.80
1.000 103.54
0.618 102.76
HIGH 101.50
0.618 100.72
0.500 100.48
0.382 100.24
LOW 99.46
0.618 98.20
1.000 97.42
1.618 96.16
2.618 94.12
4.250 90.79
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 101.02 100.73
PP 100.75 100.17
S1 100.48 99.62

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

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