NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	103.91	105.06	1.15	1.1%	103.89
High	105.40	105.17	-0.23	-0.2%	105.40
Low	103.74	103.93	0.19	0.2%	102.29
Close	104.95	104.20	-0.75	-0.7%	104.20
Range	1.66	1.24	-0.42	-25.3%	3.11
ATR	2.05	1.99	-0.06	-2.8%	0.00
Volume	26,289	45,531	19,242	73.2%	138,900

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.15	107.42	104.88
R3	106.91	106.18	104.54
R2	105.67	105.67	104.43
R1	104.94	104.94	104.31	104.69
PP	104.43	104.43	104.43	104.31
S1	103.70	103.70	104.09	103.45
S2	103.19	103.19	103.97
S3	101.95	102.46	103.86
S4	100.71	101.22	103.52

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.29	111.86	105.91
R3	110.18	108.75	105.06
R2	107.07	107.07	104.77
R1	105.64	105.64	104.49	106.36
PP	103.96	103.96	103.96	104.32
S1	102.53	102.53	103.91	103.25
S2	100.85	100.85	103.63
S3	97.74	99.42	103.34
S4	94.63	96.31	102.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.40	102.29	3.11	3.0%	1.75	1.7%	61%	False	False	27,780
10	106.87	102.29	4.58	4.4%	1.96	1.9%	42%	False	False	25,474
20	109.69	102.29	7.40	7.1%	1.96	1.9%	26%	False	False	20,774
40	111.38	102.29	9.09	8.7%	1.88	1.8%	21%	False	False	20,291
60	111.38	97.37	14.01	13.4%	1.74	1.7%	49%	False	False	17,059
80	111.38	93.40	17.98	17.3%	1.66	1.6%	60%	False	False	14,177
100	111.38	93.40	17.98	17.3%	1.63	1.6%	60%	False	False	12,251

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	110.44
2.618	108.42
1.618	107.18
1.000	106.41
0.618	105.94
HIGH	105.17
0.618	104.70
0.500	104.55
0.382	104.40
LOW	103.93
0.618	103.16
1.000	102.69
1.618	101.92
2.618	100.68
4.250	98.66

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	104.55	104.10
PP	104.43	104.00
S1	104.32	103.91

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