NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 107.11 104.93 -2.18 -2.0% 109.67
High 107.34 106.55 -0.79 -0.7% 110.55
Low 104.51 104.35 -0.16 -0.2% 104.84
Close 104.70 106.16 1.46 1.4% 106.70
Range 2.83 2.20 -0.63 -22.3% 5.71
ATR 2.45 2.43 -0.02 -0.7% 0.00
Volume 313,690 307,299 -6,391 -2.0% 1,511,285
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.29 111.42 107.37
R3 110.09 109.22 106.77
R2 107.89 107.89 106.56
R1 107.02 107.02 106.36 107.46
PP 105.69 105.69 105.69 105.90
S1 104.82 104.82 105.96 105.26
S2 103.49 103.49 105.76
S3 101.29 102.62 105.56
S4 99.09 100.42 104.95
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
5 110.55 104.35 6.20 5.8% 2.84 2.7% 29% False True 299,029
10 110.55 104.35 6.20 5.8% 2.71 2.5% 29% False True 291,777
20 110.55 97.73 12.82 12.1% 2.26 2.1% 66% False False 232,883
40 110.55 95.81 14.74 13.9% 2.32 2.2% 70% False False 149,732
60 110.55 93.27 17.28 16.3% 2.31 2.2% 75% False False 108,956
80 110.55 93.27 17.28 16.3% 2.33 2.2% 75% False False 86,581
100 110.55 84.22 26.33 24.8% 2.36 2.2% 83% False False 72,227
120 110.55 76.15 34.40 32.4% 2.45 2.3% 87% False False 61,525
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.90
2.618 112.31
1.618 110.11
1.000 108.75
0.618 107.91
HIGH 106.55
0.618 105.71
0.500 105.45
0.382 105.19
LOW 104.35
0.618 102.99
1.000 102.15
1.618 100.79
2.618 98.59
4.250 95.00
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 105.92 106.07
PP 105.69 105.98
S1 105.45 105.89

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

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