NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 104.22 102.73 -1.49 -1.4% 102.53
High 104.51 103.21 -1.30 -1.2% 104.24
Low 102.19 101.67 -0.52 -0.5% 100.68
Close 102.67 102.27 -0.40 -0.4% 102.83
Range 2.32 1.54 -0.78 -33.6% 3.56
ATR 2.18 2.13 -0.05 -2.1% 0.00
Volume 177,236 62,556 -114,680 -64.7% 1,154,884
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 107.00 106.18 103.12
R3 105.46 104.64 102.69
R2 103.92 103.92 102.55
R1 103.10 103.10 102.41 102.74
PP 102.38 102.38 102.38 102.21
S1 101.56 101.56 102.13 101.20
S2 100.84 100.84 101.99
S3 99.30 100.02 101.85
S4 97.76 98.48 101.42
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.26 111.61 104.79
R3 109.70 108.05 103.81
R2 106.14 106.14 103.48
R1 104.49 104.49 103.16 105.32
PP 102.58 102.58 102.58 103.00
S1 100.93 100.93 102.50 101.76
S2 99.02 99.02 102.18
S3 95.46 97.37 101.85
S4 91.90 93.81 100.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.07 101.67 3.40 3.3% 1.83 1.8% 18% False True 184,203
10 105.07 100.68 4.39 4.3% 1.94 1.9% 36% False False 210,119
20 108.25 100.68 7.57 7.4% 2.13 2.1% 21% False False 228,006
40 110.95 100.68 10.27 10.0% 2.22 2.2% 15% False False 173,073
60 110.95 96.26 14.69 14.4% 2.13 2.1% 41% False False 137,241
80 110.95 96.26 14.69 14.4% 2.12 2.1% 41% False False 109,803
100 110.95 93.52 17.43 17.0% 2.16 2.1% 50% False False 91,151
120 110.95 88.58 22.37 21.9% 2.16 2.1% 61% False False 78,215
Crabel Price Patterns
NR True
NR4 True
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.76
2.618 107.24
1.618 105.70
1.000 104.75
0.618 104.16
HIGH 103.21
0.618 102.62
0.500 102.44
0.382 102.26
LOW 101.67
0.618 100.72
1.000 100.13
1.618 99.18
2.618 97.64
4.250 95.13
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 102.44 103.37
PP 102.38 103.00
S1 102.33 102.64

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

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