NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 106.79 107.09 0.30 0.3% 107.78
High 107.32 107.73 0.41 0.4% 108.70
Low 106.19 106.52 0.33 0.3% 104.50
Close 107.03 107.33 0.30 0.3% 106.87
Range 1.13 1.21 0.08 7.1% 4.20
ATR 2.20 2.13 -0.07 -3.2% 0.00
Volume 152,631 196,440 43,809 28.7% 1,320,019
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 110.82 110.29 108.00
R3 109.61 109.08 107.66
R2 108.40 108.40 107.55
R1 107.87 107.87 107.44 108.14
PP 107.19 107.19 107.19 107.33
S1 106.66 106.66 107.22 106.93
S2 105.98 105.98 107.11
S3 104.77 105.45 107.00
S4 103.56 104.24 106.66
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 119.29 117.28 109.18
R3 115.09 113.08 108.03
R2 110.89 110.89 107.64
R1 108.88 108.88 107.26 107.79
PP 106.69 106.69 106.69 106.14
S1 104.68 104.68 106.49 103.59
S2 102.49 102.49 106.10
S3 98.29 100.48 105.72
S4 94.09 96.28 104.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.25 104.50 3.75 3.5% 1.93 1.8% 75% False False 223,732
10 108.70 104.29 4.41 4.1% 2.05 1.9% 69% False False 201,771
20 110.95 104.29 6.66 6.2% 2.20 2.0% 46% False False 146,534
40 110.95 96.26 14.69 13.7% 2.14 2.0% 75% False False 109,842
60 110.95 96.26 14.69 13.7% 2.15 2.0% 75% False False 84,443
80 110.95 93.52 17.43 16.2% 2.14 2.0% 79% False False 67,342
100 110.95 90.61 20.34 19.0% 2.16 2.0% 82% False False 56,562
120 110.95 78.34 32.61 30.4% 2.21 2.1% 89% False False 49,018
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.87
2.618 110.90
1.618 109.69
1.000 108.94
0.618 108.48
HIGH 107.73
0.618 107.27
0.500 107.13
0.382 106.98
LOW 106.52
0.618 105.77
1.000 105.31
1.618 104.56
2.618 103.35
4.250 101.38
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 107.26 107.12
PP 107.19 106.91
S1 107.13 106.71

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

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