NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 106.87 107.50 0.63 0.6% 106.75
High 108.20 107.56 -0.64 -0.6% 108.20
Low 106.13 105.38 -0.75 -0.7% 104.35
Close 107.40 106.34 -1.06 -1.0% 107.40
Range 2.07 2.18 0.11 5.3% 3.85
ATR 2.34 2.32 -0.01 -0.5% 0.00
Volume 266,600 210,938 -55,662 -20.9% 1,360,536
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.97 111.83 107.54
R3 110.79 109.65 106.94
R2 108.61 108.61 106.74
R1 107.47 107.47 106.54 106.95
PP 106.43 106.43 106.43 106.17
S1 105.29 105.29 106.14 104.77
S2 104.25 104.25 105.94
S3 102.07 103.11 105.74
S4 99.89 100.93 105.14
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 118.20 116.65 109.52
R3 114.35 112.80 108.46
R2 110.50 110.50 108.11
R1 108.95 108.95 107.75 109.73
PP 106.65 106.65 106.65 107.04
S1 105.10 105.10 107.05 105.88
S2 102.80 102.80 106.69
S3 98.95 101.25 106.34
S4 95.10 97.40 105.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.20 104.35 3.85 3.6% 2.13 2.0% 52% False False 269,928
10 110.55 104.35 6.20 5.8% 2.49 2.3% 32% False False 281,864
20 110.55 99.46 11.09 10.4% 2.25 2.1% 62% False False 247,703
40 110.55 95.81 14.74 13.9% 2.25 2.1% 71% False False 164,487
60 110.55 93.27 17.28 16.2% 2.28 2.1% 76% False False 119,908
80 110.55 93.27 17.28 16.2% 2.33 2.2% 76% False False 95,091
100 110.55 84.94 25.61 24.1% 2.34 2.2% 84% False False 79,128
120 110.55 76.15 34.40 32.3% 2.44 2.3% 88% False False 67,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.83
2.618 113.27
1.618 111.09
1.000 109.74
0.618 108.91
HIGH 107.56
0.618 106.73
0.500 106.47
0.382 106.21
LOW 105.38
0.618 104.03
1.000 103.20
1.618 101.85
2.618 99.67
4.250 96.12
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 106.47 106.79
PP 106.43 106.64
S1 106.38 106.49

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

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