NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 108.86 108.00 -0.86 -0.8% 109.72
High 109.20 108.27 -0.93 -0.9% 110.65
Low 107.14 106.60 -0.54 -0.5% 106.26
Close 107.95 108.00 0.05 0.0% 107.95
Range 2.06 1.67 -0.39 -18.9% 4.39
ATR 1.63 1.63 0.00 0.2% 0.00
Volume 10,180 7,766 -2,414 -23.7% 58,702
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.63 111.99 108.92
R3 110.96 110.32 108.46
R2 109.29 109.29 108.31
R1 108.65 108.65 108.15 108.84
PP 107.62 107.62 107.62 107.72
S1 106.98 106.98 107.85 107.17
S2 105.95 105.95 107.69
S3 104.28 105.31 107.54
S4 102.61 103.64 107.08
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 121.46 119.09 110.36
R3 117.07 114.70 109.16
R2 112.68 112.68 108.75
R1 110.31 110.31 108.35 109.30
PP 108.29 108.29 108.29 107.78
S1 105.92 105.92 107.55 104.91
S2 103.90 103.90 107.15
S3 99.51 101.53 106.74
S4 95.12 97.14 105.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.65 106.26 4.39 4.1% 2.01 1.9% 40% False False 8,607
10 110.65 106.21 4.44 4.1% 1.74 1.6% 40% False False 10,833
20 110.65 99.77 10.88 10.1% 1.30 1.2% 76% False False 9,267
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 0.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115.37
2.618 112.64
1.618 110.97
1.000 109.94
0.618 109.30
HIGH 108.27
0.618 107.63
0.500 107.44
0.382 107.24
LOW 106.60
0.618 105.57
1.000 104.93
1.618 103.90
2.618 102.23
4.250 99.50
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 107.81 108.63
PP 107.62 108.42
S1 107.44 108.21

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

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