NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 107.74 107.63 -0.11 -0.1% 109.03
High 108.19 109.14 0.95 0.9% 109.22
Low 106.71 107.41 0.70 0.7% 106.71
Close 107.45 109.10 1.65 1.5% 109.10
Range 1.48 1.73 0.25 16.9% 2.51
ATR 1.56 1.57 0.01 0.8% 0.00
Volume 9,068 16,214 7,146 78.8% 56,513
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 113.74 113.15 110.05
R3 112.01 111.42 109.58
R2 110.28 110.28 109.42
R1 109.69 109.69 109.26 109.99
PP 108.55 108.55 108.55 108.70
S1 107.96 107.96 108.94 108.26
S2 106.82 106.82 108.78
S3 105.09 106.23 108.62
S4 103.36 104.50 108.15
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 115.87 115.00 110.48
R3 113.36 112.49 109.79
R2 110.85 110.85 109.56
R1 109.98 109.98 109.33 110.42
PP 108.34 108.34 108.34 108.56
S1 107.47 107.47 108.87 107.91
S2 105.83 105.83 108.64
S3 103.32 104.96 108.41
S4 100.81 102.45 107.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.22 106.71 2.51 2.3% 1.48 1.4% 95% False False 11,302
10 109.74 106.28 3.46 3.2% 1.50 1.4% 82% False False 10,819
20 110.65 104.42 6.23 5.7% 1.58 1.5% 75% False False 10,872
40 110.65 97.89 12.76 11.7% 1.25 1.1% 88% False False 8,373
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 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 116.49
2.618 113.67
1.618 111.94
1.000 110.87
0.618 110.21
HIGH 109.14
0.618 108.48
0.500 108.28
0.382 108.07
LOW 107.41
0.618 106.34
1.000 105.68
1.618 104.61
2.618 102.88
4.250 100.06
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 108.83 108.71
PP 108.55 108.32
S1 108.28 107.93

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

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