NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 103.81 102.68 -1.13 -1.1% 104.80
High 104.44 104.50 0.06 0.1% 106.87
Low 102.29 102.41 0.12 0.1% 102.66
Close 102.58 104.06 1.48 1.4% 104.79
Range 2.15 2.09 -0.06 -2.8% 4.21
ATR 2.08 2.08 0.00 0.0% 0.00
Volume 21,817 25,672 3,855 17.7% 99,724
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.93 109.08 105.21
R3 107.84 106.99 104.63
R2 105.75 105.75 104.44
R1 104.90 104.90 104.25 105.33
PP 103.66 103.66 103.66 103.87
S1 102.81 102.81 103.87 103.24
S2 101.57 101.57 103.68
S3 99.48 100.72 103.49
S4 97.39 98.63 102.91
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 117.40 115.31 107.11
R3 113.19 111.10 105.95
R2 108.98 108.98 105.56
R1 106.89 106.89 105.18 105.83
PP 104.77 104.77 104.77 104.25
S1 102.68 102.68 104.40 101.62
S2 100.56 100.56 104.02
S3 96.35 98.47 103.63
S4 92.14 94.26 102.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.54 102.29 3.25 3.1% 2.13 2.0% 54% False False 25,280
10 108.24 102.29 5.95 5.7% 2.24 2.1% 30% False False 20,345
20 109.69 102.29 7.40 7.1% 2.00 1.9% 24% False False 19,676
40 111.38 102.29 9.09 8.7% 1.86 1.8% 19% False False 18,984
60 111.38 97.37 14.01 13.5% 1.74 1.7% 48% False False 16,137
80 111.38 93.40 17.98 17.3% 1.66 1.6% 59% False False 13,373
100 111.38 93.40 17.98 17.3% 1.68 1.6% 59% False False 11,677
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.38
2.618 109.97
1.618 107.88
1.000 106.59
0.618 105.79
HIGH 104.50
0.618 103.70
0.500 103.46
0.382 103.21
LOW 102.41
0.618 101.12
1.000 100.32
1.618 99.03
2.618 96.94
4.250 93.53
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 103.86 103.84
PP 103.66 103.62
S1 103.46 103.40

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

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