NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 108.19 106.92 -1.27 -1.2% 109.32
High 108.19 107.09 -1.10 -1.0% 109.84
Low 106.36 103.94 -2.42 -2.3% 106.12
Close 107.04 104.43 -2.61 -2.4% 108.26
Range 1.83 3.15 1.32 72.1% 3.72
ATR 1.80 1.90 0.10 5.3% 0.00
Volume 10,635 18,859 8,224 77.3% 87,919
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 114.60 112.67 106.16
R3 111.45 109.52 105.30
R2 108.30 108.30 105.01
R1 106.37 106.37 104.72 105.76
PP 105.15 105.15 105.15 104.85
S1 103.22 103.22 104.14 102.61
S2 102.00 102.00 103.85
S3 98.85 100.07 103.56
S4 95.70 96.92 102.70
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
5 109.41 103.94 5.47 5.2% 1.92 1.8% 9% False True 13,827
10 109.84 103.94 5.90 5.6% 1.79 1.7% 8% False True 16,526
20 109.84 103.94 5.90 5.6% 1.79 1.7% 8% False True 18,006
40 110.87 97.59 13.28 12.7% 1.65 1.6% 52% False False 18,009
60 110.87 97.59 13.28 12.7% 1.62 1.6% 52% False False 14,954
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 0.27
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 120.48
2.618 115.34
1.618 112.19
1.000 110.24
0.618 109.04
HIGH 107.09
0.618 105.89
0.500 105.52
0.382 105.14
LOW 103.94
0.618 101.99
1.000 100.79
1.618 98.84
2.618 95.69
4.250 90.55
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 105.52 106.48
PP 105.15 105.79
S1 104.79 105.11

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

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