NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 108.75 106.75 -2.00 -1.8% 109.67
High 109.03 107.42 -1.61 -1.5% 110.55
Low 105.80 105.50 -0.30 -0.3% 104.84
Close 106.70 106.72 0.02 0.0% 106.70
Range 3.23 1.92 -1.31 -40.6% 5.71
ATR 2.46 2.42 -0.04 -1.6% 0.00
Volume 282,646 221,830 -60,816 -21.5% 1,511,285
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.31 111.43 107.78
R3 110.39 109.51 107.25
R2 108.47 108.47 107.07
R1 107.59 107.59 106.90 107.07
PP 106.55 106.55 106.55 106.29
S1 105.67 105.67 106.54 105.15
S2 104.63 104.63 106.37
S3 102.71 103.75 106.19
S4 100.79 101.83 105.66
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% 2.85 2.7% 33% False False 293,799
10 110.55 104.61 5.94 5.6% 2.50 2.3% 36% False False 283,052
20 110.55 96.33 14.22 13.3% 2.24 2.1% 73% False False 213,389
40 110.55 95.81 14.74 13.8% 2.29 2.1% 74% False False 136,577
60 110.55 93.27 17.28 16.2% 2.33 2.2% 78% False False 99,710
80 110.55 93.27 17.28 16.2% 2.32 2.2% 78% False False 79,228
100 110.55 84.22 26.33 24.7% 2.35 2.2% 85% False False 66,282
120 110.55 76.15 34.40 32.2% 2.44 2.3% 89% False False 56,527
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 115.58
2.618 112.45
1.618 110.53
1.000 109.34
0.618 108.61
HIGH 107.42
0.618 106.69
0.500 106.46
0.382 106.23
LOW 105.50
0.618 104.31
1.000 103.58
1.618 102.39
2.618 100.47
4.250 97.34
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 106.63 108.03
PP 106.55 107.59
S1 106.46 107.16

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

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