NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 104.54 104.93 0.39 0.4% 104.32
High 105.65 105.20 -0.45 -0.4% 105.65
Low 104.39 104.60 0.21 0.2% 102.90
Close 105.41 104.76 -0.65 -0.6% 104.76
Range 1.26 0.60 -0.66 -52.4% 2.75
ATR 1.83 1.75 -0.07 -4.0% 0.00
Volume 10,609 14,678 4,069 38.4% 58,920
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 106.65 106.31 105.09
R3 106.05 105.71 104.93
R2 105.45 105.45 104.87
R1 105.11 105.11 104.82 104.98
PP 104.85 104.85 104.85 104.79
S1 104.51 104.51 104.71 104.38
S2 104.25 104.25 104.65
S3 103.65 103.91 104.60
S4 103.05 103.31 104.43
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 112.69 111.47 106.27
R3 109.94 108.72 105.52
R2 107.19 107.19 105.26
R1 105.97 105.97 105.01 106.58
PP 104.44 104.44 104.44 104.74
S1 103.22 103.22 104.51 103.83
S2 101.69 101.69 104.26
S3 98.94 100.47 104.00
S4 96.19 97.72 103.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.65 102.90 2.75 2.6% 1.44 1.4% 68% False False 11,784
10 107.38 102.90 4.48 4.3% 1.72 1.6% 42% False False 10,692
20 109.80 102.90 6.90 6.6% 1.72 1.6% 27% False False 9,392
40 110.65 102.90 7.75 7.4% 1.64 1.6% 24% False False 9,957
60 110.65 97.89 12.76 12.2% 1.39 1.3% 54% False False 8,513
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 0.24
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 107.75
2.618 106.77
1.618 106.17
1.000 105.80
0.618 105.57
HIGH 105.20
0.618 104.97
0.500 104.90
0.382 104.83
LOW 104.60
0.618 104.23
1.000 104.00
1.618 103.63
2.618 103.03
4.250 102.05
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 104.90 104.67
PP 104.85 104.58
S1 104.81 104.49

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

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