NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 106.82 108.75 1.93 1.8% 109.67
High 110.55 109.03 -1.52 -1.4% 110.55
Low 106.55 105.80 -0.75 -0.7% 104.84
Close 108.84 106.70 -2.14 -2.0% 106.70
Range 4.00 3.23 -0.77 -19.3% 5.71
ATR 2.40 2.46 0.06 2.5% 0.00
Volume 369,681 282,646 -87,035 -23.5% 1,511,285
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 116.87 115.01 108.48
R3 113.64 111.78 107.59
R2 110.41 110.41 107.29
R1 108.55 108.55 107.00 107.87
PP 107.18 107.18 107.18 106.83
S1 105.32 105.32 106.40 104.64
S2 103.95 103.95 106.11
S3 100.72 102.09 105.81
S4 97.49 98.86 104.92
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 124.49 121.31 109.84
R3 118.78 115.60 108.27
R2 113.07 113.07 107.75
R1 109.89 109.89 107.22 108.63
PP 107.36 107.36 107.36 106.73
S1 104.18 104.18 106.18 102.92
S2 101.65 101.65 105.65
S3 95.94 98.47 105.13
S4 90.23 92.76 103.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.55 104.84 5.71 5.4% 2.96 2.8% 33% False False 302,257
10 110.55 102.55 8.00 7.5% 2.50 2.3% 52% False False 283,784
20 110.55 96.33 14.22 13.3% 2.24 2.1% 73% False False 206,640
40 110.55 95.81 14.74 13.8% 2.30 2.2% 74% False False 132,118
60 110.55 93.27 17.28 16.2% 2.31 2.2% 78% False False 96,305
80 110.55 93.27 17.28 16.2% 2.32 2.2% 78% False False 76,584
100 110.55 83.95 26.60 24.9% 2.36 2.2% 86% False False 64,133
120 110.55 76.15 34.40 32.2% 2.46 2.3% 89% False False 54,756
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.76
2.618 117.49
1.618 114.26
1.000 112.26
0.618 111.03
HIGH 109.03
0.618 107.80
0.500 107.42
0.382 107.03
LOW 105.80
0.618 103.80
1.000 102.57
1.618 100.57
2.618 97.34
4.250 92.07
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 107.42 107.70
PP 107.18 107.36
S1 106.94 107.03

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

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