NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 105.18 105.14 -0.04 0.0% 104.91
High 105.95 105.96 0.01 0.0% 105.96
Low 105.03 104.87 -0.16 -0.2% 103.20
Close 105.66 105.95 0.29 0.3% 105.95
Range 0.92 1.09 0.17 18.5% 2.76
ATR 1.57 1.53 -0.03 -2.2% 0.00
Volume 10,283 7,963 -2,320 -22.6% 40,606
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.86 108.50 106.55
R3 107.77 107.41 106.25
R2 106.68 106.68 106.15
R1 106.32 106.32 106.05 106.50
PP 105.59 105.59 105.59 105.69
S1 105.23 105.23 105.85 105.41
S2 104.50 104.50 105.75
S3 103.41 104.14 105.65
S4 102.32 103.05 105.35
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.32 112.39 107.47
R3 110.56 109.63 106.71
R2 107.80 107.80 106.46
R1 106.87 106.87 106.20 107.34
PP 105.04 105.04 105.04 105.27
S1 104.11 104.11 105.70 104.58
S2 102.28 102.28 105.44
S3 99.52 101.35 105.19
S4 96.76 98.59 104.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.96 103.20 2.76 2.6% 1.18 1.1% 100% True False 8,121
10 106.30 103.20 3.10 2.9% 1.33 1.3% 89% False False 9,978
20 107.38 102.90 4.48 4.2% 1.52 1.4% 68% False False 10,335
40 109.80 102.90 6.90 6.5% 1.57 1.5% 44% False False 9,744
60 110.65 97.89 12.76 12.0% 1.46 1.4% 63% False False 9,489
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.59
2.618 108.81
1.618 107.72
1.000 107.05
0.618 106.63
HIGH 105.96
0.618 105.54
0.500 105.42
0.382 105.29
LOW 104.87
0.618 104.20
1.000 103.78
1.618 103.11
2.618 102.02
4.250 100.24
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 105.77 105.68
PP 105.59 105.41
S1 105.42 105.14

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

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