NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 109.30 108.18 -1.12 -1.0% 109.03
High 109.31 108.79 -0.52 -0.5% 109.22
Low 107.50 107.81 0.31 0.3% 106.71
Close 107.68 108.68 1.00 0.9% 109.10
Range 1.81 0.98 -0.83 -45.9% 2.51
ATR 1.59 1.55 -0.03 -2.1% 0.00
Volume 7,703 10,769 3,066 39.8% 56,513
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 111.37 111.00 109.22
R3 110.39 110.02 108.95
R2 109.41 109.41 108.86
R1 109.04 109.04 108.77 109.23
PP 108.43 108.43 108.43 108.52
S1 108.06 108.06 108.59 108.25
S2 107.45 107.45 108.50
S3 106.47 107.08 108.41
S4 105.49 106.10 108.14
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
5 109.80 106.71 3.09 2.8% 1.41 1.3% 64% False False 10,660
10 109.80 106.71 3.09 2.8% 1.38 1.3% 64% False False 11,172
20 110.65 106.26 4.39 4.0% 1.63 1.5% 55% False False 10,881
40 110.65 97.89 12.76 11.7% 1.29 1.2% 85% False False 8,707
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 112.96
2.618 111.36
1.618 110.38
1.000 109.77
0.618 109.40
HIGH 108.79
0.618 108.42
0.500 108.30
0.382 108.18
LOW 107.81
0.618 107.20
1.000 106.83
1.618 106.22
2.618 105.24
4.250 103.65
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 108.55 108.67
PP 108.43 108.66
S1 108.30 108.65

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

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