NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 106.11 103.93 -2.18 -2.1% 107.90
High 106.11 105.44 -0.67 -0.6% 109.15
Low 103.49 103.76 0.27 0.3% 104.19
Close 103.74 105.37 1.63 1.6% 104.86
Range 2.62 1.68 -0.94 -35.9% 4.96
ATR 1.85 1.84 -0.01 -0.6% 0.00
Volume 12,610 9,862 -2,748 -21.8% 30,679
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.90 109.31 106.29
R3 108.22 107.63 105.83
R2 106.54 106.54 105.68
R1 105.95 105.95 105.52 106.25
PP 104.86 104.86 104.86 105.00
S1 104.27 104.27 105.22 104.57
S2 103.18 103.18 105.06
S3 101.50 102.59 104.91
S4 99.82 100.91 104.45
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
5 107.38 103.49 3.89 3.7% 2.00 1.9% 48% False False 9,600
10 109.50 103.49 6.01 5.7% 1.96 1.9% 31% False False 7,812
20 109.80 103.49 6.31 6.0% 1.72 1.6% 30% False False 9,244
40 110.65 101.60 9.05 8.6% 1.54 1.5% 42% False False 9,285
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.58
2.618 109.84
1.618 108.16
1.000 107.12
0.618 106.48
HIGH 105.44
0.618 104.80
0.500 104.60
0.382 104.40
LOW 103.76
0.618 102.72
1.000 102.08
1.618 101.04
2.618 99.36
4.250 96.62
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 105.11 105.35
PP 104.86 105.34
S1 104.60 105.32

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

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