NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 104.36 106.85 2.49 2.4% 107.90
High 107.38 107.15 -0.23 -0.2% 109.15
Low 104.13 105.78 1.65 1.6% 104.19
Close 107.20 106.12 -1.08 -1.0% 104.86
Range 3.25 1.37 -1.88 -57.8% 4.96
ATR 1.81 1.79 -0.03 -1.5% 0.00
Volume 6,047 9,218 3,171 52.4% 30,679
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 110.46 109.66 106.87
R3 109.09 108.29 106.50
R2 107.72 107.72 106.37
R1 106.92 106.92 106.25 106.64
PP 106.35 106.35 106.35 106.21
S1 105.55 105.55 105.99 105.27
S2 104.98 104.98 105.87
S3 103.61 104.18 105.74
S4 102.24 102.81 105.37
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 120.95 117.86 107.59
R3 115.99 112.90 106.22
R2 111.03 111.03 105.77
R1 107.94 107.94 105.31 107.01
PP 106.07 106.07 106.07 105.60
S1 102.98 102.98 104.41 102.05
S2 101.11 101.11 103.95
S3 96.15 98.02 103.50
S4 91.19 93.06 102.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.60 104.13 4.47 4.2% 2.16 2.0% 45% False False 6,875
10 109.50 104.13 5.37 5.1% 1.83 1.7% 37% False False 7,299
20 109.80 104.13 5.67 5.3% 1.64 1.5% 35% False False 9,272
40 110.65 100.24 10.41 9.8% 1.49 1.4% 56% False False 9,224
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.97
2.618 110.74
1.618 109.37
1.000 108.52
0.618 108.00
HIGH 107.15
0.618 106.63
0.500 106.47
0.382 106.30
LOW 105.78
0.618 104.93
1.000 104.41
1.618 103.56
2.618 102.19
4.250 99.96
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 106.47 106.00
PP 106.35 105.88
S1 106.24 105.76

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

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