NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 98.06 97.53 -0.53 -0.5% 105.65
High 98.06 98.50 0.44 0.4% 107.12
Low 96.10 96.96 0.86 0.9% 98.45
Close 97.68 97.89 0.21 0.2% 99.38
Range 1.96 1.54 -0.42 -21.4% 8.67
ATR 2.05 2.02 -0.04 -1.8% 0.00
Volume 31,150 34,132 2,982 9.6% 154,496
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 102.40 101.69 98.74
R3 100.86 100.15 98.31
R2 99.32 99.32 98.17
R1 98.61 98.61 98.03 98.97
PP 97.78 97.78 97.78 97.96
S1 97.07 97.07 97.75 97.43
S2 96.24 96.24 97.61
S3 94.70 95.53 97.47
S4 93.16 93.99 97.04
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 127.66 122.19 104.15
R3 118.99 113.52 101.76
R2 110.32 110.32 100.97
R1 104.85 104.85 100.17 103.25
PP 101.65 101.65 101.65 100.85
S1 96.18 96.18 98.59 94.58
S2 92.98 92.98 97.79
S3 84.31 87.51 97.00
S4 75.64 78.84 94.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.47 96.10 7.37 7.5% 2.75 2.8% 24% False False 37,429
10 107.12 96.10 11.02 11.3% 2.18 2.2% 16% False False 31,530
20 107.12 96.10 11.02 11.3% 1.85 1.9% 16% False False 29,906
40 109.84 96.10 13.74 14.0% 1.87 1.9% 13% False False 24,886
60 110.87 96.10 14.77 15.1% 1.80 1.8% 12% False False 23,306
80 110.87 96.10 14.77 15.1% 1.70 1.7% 12% False False 20,411
100 110.87 93.44 17.43 17.8% 1.64 1.7% 26% False False 17,509
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.21
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.05
2.618 102.53
1.618 100.99
1.000 100.04
0.618 99.45
HIGH 98.50
0.618 97.91
0.500 97.73
0.382 97.55
LOW 96.96
0.618 96.01
1.000 95.42
1.618 94.47
2.618 92.93
4.250 90.42
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 97.84 97.77
PP 97.78 97.65
S1 97.73 97.54

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

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