NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 24-Apr-2012

Day Change Summary
	Previous	Current
	23-Apr-2012	24-Apr-2012	Change	Change %	Previous Week
Open	104.14	103.57	-0.57	-0.5%	103.80
High	104.30	104.48	0.18	0.2%	105.91
Low	102.26	103.23	0.97	0.9%	102.56
Close	103.55	103.96	0.41	0.4%	104.29
Range	2.04	1.25	-0.79	-38.7%	3.35
ATR	2.04	1.98	-0.06	-2.8%	0.00
Volume	43,299	38,127	-5,172	-11.9%	238,743

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.64	107.05	104.65
R3	106.39	105.80	104.30
R2	105.14	105.14	104.19
R1	104.55	104.55	104.07	104.85
PP	103.89	103.89	103.89	104.04
S1	103.30	103.30	103.85	103.60
S2	102.64	102.64	103.73
S3	101.39	102.05	103.62
S4	100.14	100.80	103.27

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	114.30	112.65	106.13
R3	110.95	109.30	105.21
R2	107.60	107.60	104.90
R1	105.95	105.95	104.60	106.78
PP	104.25	104.25	104.25	104.67
S1	102.60	102.60	103.98	103.43
S2	100.90	100.90	103.68
S3	97.55	99.25	103.37
S4	94.20	95.90	102.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.37	102.26	3.11	3.0%	1.77	1.7%	55%	False	False	45,678
10	105.91	101.94	3.97	3.8%	1.79	1.7%	51%	False	False	49,603
20	108.63	101.77	6.86	6.6%	2.00	1.9%	32%	False	False	42,914
40	111.49	101.77	9.72	9.3%	2.06	2.0%	23%	False	False	36,751
60	111.49	97.05	14.44	13.9%	1.95	1.9%	48%	False	False	33,783
80	111.49	97.05	14.44	13.9%	1.94	1.9%	48%	False	False	27,967
100	111.49	93.45	18.04	17.4%	1.91	1.8%	58%	False	False	23,468
120	111.49	89.40	22.09	21.2%	1.91	1.8%	66%	False	False	20,667

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.27
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	109.79
2.618	107.75
1.618	106.50
1.000	105.73
0.618	105.25
HIGH	104.48
0.618	104.00
0.500	103.86
0.382	103.71
LOW	103.23
0.618	102.46
1.000	101.98
1.618	101.21
2.618	99.96
4.250	97.92

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	103.93	103.86
PP	103.89	103.76
S1	103.86	103.66

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols