NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 104.38 104.50 0.12 0.1% 104.14
High 105.30 105.37 0.07 0.1% 105.37
Low 104.25 104.14 -0.11 -0.1% 102.26
Close 104.94 105.32 0.38 0.4% 105.32
Range 1.05 1.23 0.18 17.1% 3.11
ATR 1.88 1.83 -0.05 -2.5% 0.00
Volume 70,743 46,723 -24,020 -34.0% 240,251
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.63 108.21 106.00
R3 107.40 106.98 105.66
R2 106.17 106.17 105.55
R1 105.75 105.75 105.43 105.96
PP 104.94 104.94 104.94 105.05
S1 104.52 104.52 105.21 104.73
S2 103.71 103.71 105.09
S3 102.48 103.29 104.98
S4 101.25 102.06 104.64
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.65 112.59 107.03
R3 110.54 109.48 106.18
R2 107.43 107.43 105.89
R1 106.37 106.37 105.61 106.90
PP 104.32 104.32 104.32 104.58
S1 103.26 103.26 105.03 103.79
S2 101.21 101.21 104.75
S3 98.10 100.15 104.46
S4 94.99 97.04 103.61
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% 1.40 1.3% 98% True False 48,050
10 105.91 102.26 3.65 3.5% 1.65 1.6% 84% False False 47,899
20 106.48 101.77 4.71 4.5% 1.84 1.7% 75% False False 46,821
40 110.10 101.77 8.33 7.9% 1.94 1.8% 43% False False 39,074
60 111.49 97.05 14.44 13.7% 1.91 1.8% 57% False False 35,813
80 111.49 97.05 14.44 13.7% 1.92 1.8% 57% False False 29,762
100 111.49 93.45 18.04 17.1% 1.91 1.8% 66% False False 24,812
120 111.49 92.71 18.78 17.8% 1.92 1.8% 67% False False 21,878
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.60
2.618 108.59
1.618 107.36
1.000 106.60
0.618 106.13
HIGH 105.37
0.618 104.90
0.500 104.76
0.382 104.61
LOW 104.14
0.618 103.38
1.000 102.91
1.618 102.15
2.618 100.92
4.250 98.91
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 105.13 105.03
PP 104.94 104.73
S1 104.76 104.44

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

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