NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 106.92 104.93 -1.99 -1.9% 108.04
High 107.09 105.65 -1.44 -1.3% 109.01
Low 103.94 104.48 0.54 0.5% 103.94
Close 104.43 104.66 0.23 0.2% 104.66
Range 3.15 1.17 -1.98 -62.9% 5.07
ATR 1.90 1.85 -0.05 -2.6% 0.00
Volume 18,859 20,887 2,028 10.8% 73,327
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 108.44 107.72 105.30
R3 107.27 106.55 104.98
R2 106.10 106.10 104.87
R1 105.38 105.38 104.77 105.16
PP 104.93 104.93 104.93 104.82
S1 104.21 104.21 104.55 103.99
S2 103.76 103.76 104.45
S3 102.59 103.04 104.34
S4 101.42 101.87 104.02
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 121.08 117.94 107.45
R3 116.01 112.87 106.05
R2 110.94 110.94 105.59
R1 107.80 107.80 105.12 106.84
PP 105.87 105.87 105.87 105.39
S1 102.73 102.73 104.20 101.77
S2 100.80 100.80 103.73
S3 95.73 97.66 103.27
S4 90.66 92.59 101.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.01 103.94 5.07 4.8% 1.62 1.5% 14% False False 14,665
10 109.84 103.94 5.90 5.6% 1.73 1.6% 12% False False 16,124
20 109.84 103.94 5.90 5.6% 1.71 1.6% 12% False False 18,069
40 110.87 98.55 12.32 11.8% 1.64 1.6% 50% False False 18,199
60 110.87 97.59 13.28 12.7% 1.62 1.5% 53% False False 15,125
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.62
2.618 108.71
1.618 107.54
1.000 106.82
0.618 106.37
HIGH 105.65
0.618 105.20
0.500 105.07
0.382 104.93
LOW 104.48
0.618 103.76
1.000 103.31
1.618 102.59
2.618 101.42
4.250 99.51
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 105.07 106.07
PP 104.93 105.60
S1 104.80 105.13

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

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