NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 103.29 103.27 -0.02 0.0% 106.79
High 104.14 105.49 1.35 1.3% 107.73
Low 102.78 102.06 -0.72 -0.7% 102.13
Close 103.02 105.23 2.21 2.1% 103.02
Range 1.36 3.43 2.07 152.2% 5.60
ATR 2.20 2.29 0.09 4.0% 0.00
Volume 221,794 260,598 38,804 17.5% 1,165,298
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 114.55 113.32 107.12
R3 111.12 109.89 106.17
R2 107.69 107.69 105.86
R1 106.46 106.46 105.54 107.08
PP 104.26 104.26 104.26 104.57
S1 103.03 103.03 104.92 103.65
S2 100.83 100.83 104.60
S3 97.40 99.60 104.29
S4 93.97 96.17 103.34
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 121.09 117.66 106.10
R3 115.49 112.06 104.56
R2 109.89 109.89 104.05
R1 106.46 106.46 103.53 105.38
PP 104.29 104.29 104.29 103.75
S1 100.86 100.86 102.51 99.78
S2 98.69 98.69 101.99
S3 93.09 95.26 101.48
S4 87.49 89.66 99.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.73 102.06 5.67 5.4% 2.37 2.3% 56% False True 254,653
10 108.37 102.06 6.31 6.0% 2.29 2.2% 50% False True 251,470
20 108.70 102.06 6.64 6.3% 2.15 2.0% 48% False True 184,003
40 110.95 97.00 13.95 13.3% 2.16 2.0% 59% False False 132,262
60 110.95 96.26 14.69 14.0% 2.19 2.1% 61% False False 100,866
80 110.95 93.52 17.43 16.6% 2.20 2.1% 67% False False 80,135
100 110.95 93.52 17.43 16.6% 2.20 2.1% 67% False False 66,837
120 110.95 84.30 26.65 25.3% 2.21 2.1% 79% False False 57,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.07
2.618 114.47
1.618 111.04
1.000 108.92
0.618 107.61
HIGH 105.49
0.618 104.18
0.500 103.78
0.382 103.37
LOW 102.06
0.618 99.94
1.000 98.63
1.618 96.51
2.618 93.08
4.250 87.48
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 104.75 104.78
PP 104.26 104.33
S1 103.78 103.88

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

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