NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 108.00 107.25 -0.75 -0.7% 109.32
High 108.00 109.41 1.41 1.3% 109.84
Low 106.12 106.74 0.62 0.6% 106.12
Close 106.78 108.26 1.48 1.4% 108.26
Range 1.88 2.67 0.79 42.0% 3.72
ATR 1.81 1.87 0.06 3.4% 0.00
Volume 14,452 16,699 2,247 15.5% 87,919
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 116.15 114.87 109.73
R3 113.48 112.20 108.99
R2 110.81 110.81 108.75
R1 109.53 109.53 108.50 110.17
PP 108.14 108.14 108.14 108.46
S1 106.86 106.86 108.02 107.50
S2 105.47 105.47 107.77
S3 102.80 104.19 107.53
S4 100.13 101.52 106.79
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 119.23 117.47 110.31
R3 115.51 113.75 109.28
R2 111.79 111.79 108.94
R1 110.03 110.03 108.60 109.05
PP 108.07 108.07 108.07 107.59
S1 106.31 106.31 107.92 105.33
S2 104.35 104.35 107.58
S3 100.63 102.59 107.24
S4 96.91 98.87 106.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.84 106.12 3.72 3.4% 1.83 1.7% 58% False False 17,583
10 109.84 106.04 3.80 3.5% 1.77 1.6% 58% False False 19,353
20 110.87 106.04 4.83 4.5% 1.88 1.7% 46% False False 19,865
40 110.87 97.59 13.28 12.3% 1.63 1.5% 80% False False 17,568
60 110.87 97.59 13.28 12.3% 1.58 1.5% 80% False False 14,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 120.76
2.618 116.40
1.618 113.73
1.000 112.08
0.618 111.06
HIGH 109.41
0.618 108.39
0.500 108.08
0.382 107.76
LOW 106.74
0.618 105.09
1.000 104.07
1.618 102.42
2.618 99.75
4.250 95.39
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 108.20 108.10
PP 108.14 107.93
S1 108.08 107.77

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

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