NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 103.59 97.70 -5.89 -5.7% 105.78
High 103.63 99.24 -4.39 -4.2% 107.12
Low 98.65 96.50 -2.15 -2.2% 98.65
Close 99.53 99.02 -0.51 -0.5% 99.53
Range 4.98 2.74 -2.24 -45.0% 8.47
ATR 1.80 1.89 0.09 4.9% 0.00
Volume 15,741 22,175 6,434 40.9% 61,664
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 106.47 105.49 100.53
R3 103.73 102.75 99.77
R2 100.99 100.99 99.52
R1 100.01 100.01 99.27 100.50
PP 98.25 98.25 98.25 98.50
S1 97.27 97.27 98.77 97.76
S2 95.51 95.51 98.52
S3 92.77 94.53 98.27
S4 90.03 91.79 97.51
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 127.18 121.82 104.19
R3 118.71 113.35 101.86
R2 110.24 110.24 101.08
R1 104.88 104.88 100.31 103.33
PP 101.77 101.77 101.77 100.99
S1 96.41 96.41 98.75 94.86
S2 93.30 93.30 97.98
S3 84.83 87.94 97.20
S4 76.36 79.47 94.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.12 96.50 10.62 10.7% 2.58 2.6% 24% False True 15,747
10 107.12 96.50 10.62 10.7% 1.80 1.8% 24% False True 11,731
20 107.12 96.50 10.62 10.7% 1.63 1.6% 24% False True 11,612
40 109.80 96.50 13.30 13.4% 1.67 1.7% 19% False True 10,294
60 110.65 96.50 14.15 14.3% 1.59 1.6% 18% False True 10,093
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.89
2.618 106.41
1.618 103.67
1.000 101.98
0.618 100.93
HIGH 99.24
0.618 98.19
0.500 97.87
0.382 97.55
LOW 96.50
0.618 94.81
1.000 93.76
1.618 92.07
2.618 89.33
4.250 84.86
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 98.64 101.25
PP 98.25 100.51
S1 97.87 99.76

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

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