NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 105.78 105.76 -0.02 0.0% 104.91
High 105.86 107.12 1.26 1.2% 105.96
Low 105.01 105.55 0.54 0.5% 103.20
Close 105.79 106.92 1.13 1.1% 105.95
Range 0.85 1.57 0.72 84.7% 2.76
ATR 1.49 1.49 0.01 0.4% 0.00
Volume 5,103 7,620 2,517 49.3% 40,606
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 111.24 110.65 107.78
R3 109.67 109.08 107.35
R2 108.10 108.10 107.21
R1 107.51 107.51 107.06 107.81
PP 106.53 106.53 106.53 106.68
S1 105.94 105.94 106.78 106.24
S2 104.96 104.96 106.63
S3 103.39 104.37 106.49
S4 101.82 102.80 106.06
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
5 107.12 104.31 2.81 2.6% 1.13 1.1% 93% True False 7,956
10 107.12 103.20 3.92 3.7% 1.26 1.2% 95% True False 8,818
20 107.15 102.90 4.25 4.0% 1.43 1.3% 95% False False 10,155
40 109.80 102.90 6.90 6.5% 1.54 1.4% 58% False False 9,614
60 110.65 99.77 10.88 10.2% 1.46 1.4% 66% False False 9,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113.79
2.618 111.23
1.618 109.66
1.000 108.69
0.618 108.09
HIGH 107.12
0.618 106.52
0.500 106.34
0.382 106.15
LOW 105.55
0.618 104.58
1.000 103.98
1.618 103.01
2.618 101.44
4.250 98.88
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 106.73 106.61
PP 106.53 106.30
S1 106.34 106.00

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

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