NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 107.78 106.96 -0.82 -0.8% 109.72
High 108.05 108.05 0.00 0.0% 110.65
Low 106.28 106.47 0.19 0.2% 106.26
Close 106.47 108.01 1.54 1.4% 107.95
Range 1.77 1.58 -0.19 -10.7% 4.39
ATR 1.64 1.64 0.00 -0.3% 0.00
Volume 5,232 11,486 6,254 119.5% 58,702
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.25 111.71 108.88
R3 110.67 110.13 108.44
R2 109.09 109.09 108.30
R1 108.55 108.55 108.15 108.82
PP 107.51 107.51 107.51 107.65
S1 106.97 106.97 107.87 107.24
S2 105.93 105.93 107.72
S3 104.35 105.39 107.58
S4 102.77 103.81 107.14
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
5 110.65 106.28 4.37 4.0% 1.90 1.8% 40% False False 8,132
10 110.65 106.26 4.39 4.1% 1.87 1.7% 40% False False 10,590
20 110.65 101.49 9.16 8.5% 1.36 1.3% 71% False False 9,327
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 114.77
2.618 112.19
1.618 110.61
1.000 109.63
0.618 109.03
HIGH 108.05
0.618 107.45
0.500 107.26
0.382 107.07
LOW 106.47
0.618 105.49
1.000 104.89
1.618 103.91
2.618 102.33
4.250 99.76
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 107.76 107.77
PP 107.51 107.52
S1 107.26 107.28

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

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