NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 104.32 104.55 0.23 0.2% 104.36
High 104.75 105.04 0.29 0.3% 107.38
Low 103.15 102.90 -0.25 -0.2% 103.49
Close 104.69 103.22 -1.47 -1.4% 105.37
Range 1.60 2.14 0.54 33.8% 3.89
ATR 1.86 1.88 0.02 1.1% 0.00
Volume 10,297 9,707 -590 -5.7% 37,737
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 110.14 108.82 104.40
R3 108.00 106.68 103.81
R2 105.86 105.86 103.61
R1 104.54 104.54 103.42 104.13
PP 103.72 103.72 103.72 103.52
S1 102.40 102.40 103.02 101.99
S2 101.58 101.58 102.83
S3 99.44 100.26 102.63
S4 97.30 98.12 102.04
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
5 107.15 102.90 4.25 4.1% 1.88 1.8% 8% False True 10,338
10 109.15 102.90 6.25 6.1% 1.98 1.9% 5% False True 8,006
20 109.80 102.90 6.90 6.7% 1.75 1.7% 5% False True 8,972
40 110.65 102.33 8.32 8.1% 1.61 1.6% 11% False False 9,422
60 110.65 97.89 12.76 12.4% 1.35 1.3% 42% False False 8,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.14
2.618 110.64
1.618 108.50
1.000 107.18
0.618 106.36
HIGH 105.04
0.618 104.22
0.500 103.97
0.382 103.72
LOW 102.90
0.618 101.58
1.000 100.76
1.618 99.44
2.618 97.30
4.250 93.81
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 103.97 104.17
PP 103.72 103.85
S1 103.47 103.54

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

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