NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 104.32 104.91 0.59 0.6% 104.29
High 105.73 104.91 -0.82 -0.8% 106.30
Low 104.29 103.20 -1.09 -1.0% 103.58
Close 105.06 104.44 -0.62 -0.6% 105.06
Range 1.44 1.71 0.27 18.8% 2.72
ATR 1.68 1.70 0.01 0.7% 0.00
Volume 10,268 7,126 -3,142 -30.6% 59,175
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.31 108.59 105.38
R3 107.60 106.88 104.91
R2 105.89 105.89 104.75
R1 105.17 105.17 104.60 104.68
PP 104.18 104.18 104.18 103.94
S1 103.46 103.46 104.28 102.97
S2 102.47 102.47 104.13
S3 100.76 101.75 103.97
S4 99.05 100.04 103.50
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.14 111.82 106.56
R3 110.42 109.10 105.81
R2 107.70 107.70 105.56
R1 106.38 106.38 105.31 107.04
PP 104.98 104.98 104.98 105.31
S1 103.66 103.66 104.81 104.32
S2 102.26 102.26 104.56
S3 99.54 100.94 104.31
S4 96.82 98.22 103.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.30 103.20 3.10 3.0% 1.57 1.5% 40% False True 11,658
10 106.30 102.90 3.40 3.3% 1.47 1.4% 45% False False 11,492
20 109.15 102.90 6.25 6.0% 1.66 1.6% 25% False False 9,681
40 110.65 102.90 7.75 7.4% 1.66 1.6% 20% False False 10,120
60 110.65 97.89 12.76 12.2% 1.45 1.4% 51% False False 9,179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.18
2.618 109.39
1.618 107.68
1.000 106.62
0.618 105.97
HIGH 104.91
0.618 104.26
0.500 104.06
0.382 103.85
LOW 103.20
0.618 102.14
1.000 101.49
1.618 100.43
2.618 98.72
4.250 95.93
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 104.31 104.47
PP 104.18 104.46
S1 104.06 104.45

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

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