NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 101.45 103.08 1.63 1.6% 103.78
High 103.62 104.69 1.07 1.0% 105.99
Low 101.40 102.86 1.46 1.4% 101.63
Close 103.18 104.10 0.92 0.9% 103.83
Range 2.22 1.83 -0.39 -17.6% 4.36
ATR 2.25 2.22 -0.03 -1.3% 0.00
Volume 115,717 126,443 10,726 9.3% 316,694
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.37 108.57 105.11
R3 107.54 106.74 104.60
R2 105.71 105.71 104.44
R1 104.91 104.91 104.27 105.31
PP 103.88 103.88 103.88 104.09
S1 103.08 103.08 103.93 103.48
S2 102.05 102.05 103.76
S3 100.22 101.25 103.60
S4 98.39 99.42 103.09
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 116.90 114.72 106.23
R3 112.54 110.36 105.03
R2 108.18 108.18 104.63
R1 106.00 106.00 104.23 107.09
PP 103.82 103.82 103.82 104.36
S1 101.64 101.64 103.43 102.73
S2 99.46 99.46 103.03
S3 95.10 97.28 102.63
S4 90.74 92.92 101.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.69 101.22 3.47 3.3% 2.01 1.9% 83% True False 101,702
10 106.21 101.22 4.99 4.8% 2.29 2.2% 58% False False 89,307
20 109.13 101.22 7.91 7.6% 2.16 2.1% 36% False False 79,191
40 111.30 101.22 10.08 9.7% 2.15 2.1% 29% False False 81,124
60 111.30 96.67 14.63 14.1% 2.11 2.0% 51% False False 73,932
80 111.30 93.40 17.90 17.2% 2.10 2.0% 60% False False 63,509
100 111.30 93.40 17.90 17.2% 2.19 2.1% 60% False False 57,807
120 111.30 85.00 26.30 25.3% 2.24 2.2% 73% False False 53,315
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.47
2.618 109.48
1.618 107.65
1.000 106.52
0.618 105.82
HIGH 104.69
0.618 103.99
0.500 103.78
0.382 103.56
LOW 102.86
0.618 101.73
1.000 101.03
1.618 99.90
2.618 98.07
4.250 95.08
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 103.99 103.72
PP 103.88 103.34
S1 103.78 102.96

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

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