NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 09-Apr-2012

Day Change Summary
	Previous	Current
	05-Apr-2012	09-Apr-2012	Change	Change %	Previous Week
Open	103.93	104.32	0.39	0.4%	104.36
High	105.44	104.75	-0.69	-0.7%	107.38
Low	103.76	103.15	-0.61	-0.6%	103.49
Close	105.37	104.69	-0.68	-0.6%	105.37
Range	1.68	1.60	-0.08	-4.8%	3.89
ATR	1.84	1.86	0.03	1.5%	0.00
Volume	9,862	10,297	435	4.4%	37,737

Daily Pivots for day following 09-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.00	108.44	105.57
R3	107.40	106.84	105.13
R2	105.80	105.80	104.98
R1	105.24	105.24	104.84	105.52
PP	104.20	104.20	104.20	104.34
S1	103.64	103.64	104.54	103.92
S2	102.60	102.60	104.40
S3	101.00	102.04	104.25
S4	99.40	100.44	103.81

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	117.08	115.12	107.51
R3	113.19	111.23	106.44
R2	109.30	109.30	106.08
R1	107.34	107.34	105.73	108.32
PP	105.41	105.41	105.41	105.91
S1	103.45	103.45	105.01	104.43
S2	101.52	101.52	104.66
S3	97.63	99.56	104.30
S4	93.74	95.67	103.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.38	103.15	4.23	4.0%	2.10	2.0%	36%	False	True	9,606
10	109.15	103.15	6.00	5.7%	1.86	1.8%	26%	False	True	7,871
20	109.80	103.15	6.65	6.4%	1.72	1.6%	23%	False	True	8,976
40	110.65	101.60	9.05	8.6%	1.57	1.5%	34%	False	False	9,334

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.55
2.618	108.94
1.618	107.34
1.000	106.35
0.618	105.74
HIGH	104.75
0.618	104.14
0.500	103.95
0.382	103.76
LOW	103.15
0.618	102.16
1.000	101.55
1.618	100.56
2.618	98.96
4.250	96.35

Fisher Pivots for day following 09-Apr-2012
Pivot	1 day	3 day
R1	104.44	104.67
PP	104.20	104.65
S1	103.95	104.63

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols