NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 108.42 108.19 -0.23 -0.2% 109.08
High 108.87 108.24 -0.63 -0.6% 109.69
Low 107.80 106.10 -1.70 -1.6% 105.81
Close 108.67 106.81 -1.86 -1.7% 108.10
Range 1.07 2.14 1.07 100.0% 3.88
ATR 1.82 1.87 0.05 3.0% 0.00
Volume 7,957 8,962 1,005 12.6% 84,622
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 113.47 112.28 107.99
R3 111.33 110.14 107.40
R2 109.19 109.19 107.20
R1 108.00 108.00 107.01 107.53
PP 107.05 107.05 107.05 106.81
S1 105.86 105.86 106.61 105.39
S2 104.91 104.91 106.42
S3 102.77 103.72 106.22
S4 100.63 101.58 105.63
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 119.51 117.68 110.23
R3 115.63 113.80 109.17
R2 111.75 111.75 108.81
R1 109.92 109.92 108.46 108.90
PP 107.87 107.87 107.87 107.35
S1 106.04 106.04 107.74 105.02
S2 103.99 103.99 107.39
S3 100.11 102.16 107.03
S4 96.23 98.28 105.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.08 105.81 3.27 3.1% 1.86 1.7% 31% False False 12,525
10 109.69 105.81 3.88 3.6% 1.82 1.7% 26% False False 17,064
20 111.38 105.81 5.57 5.2% 1.85 1.7% 18% False False 18,736
40 111.38 97.37 14.01 13.1% 1.71 1.6% 67% False False 17,447
60 111.38 97.37 14.01 13.1% 1.66 1.6% 67% False False 14,058
80 111.38 93.40 17.98 16.8% 1.62 1.5% 75% False False 11,414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.34
2.618 113.84
1.618 111.70
1.000 110.38
0.618 109.56
HIGH 108.24
0.618 107.42
0.500 107.17
0.382 106.92
LOW 106.10
0.618 104.78
1.000 103.96
1.618 102.64
2.618 100.50
4.250 97.01
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 107.17 107.49
PP 107.05 107.26
S1 106.93 107.04

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

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