NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 107.71 107.42 -0.29 -0.3% 109.82
High 108.27 107.55 -0.72 -0.7% 109.82
Low 107.43 106.45 -0.98 -0.9% 106.30
Close 107.91 106.45 -1.46 -1.4% 107.83
Range 0.84 1.10 0.26 31.0% 3.52
ATR 1.28 1.30 0.01 1.0% 0.00
Volume 5,542 4,505 -1,037 -18.7% 47,016
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 110.12 109.38 107.06
R3 109.02 108.28 106.75
R2 107.92 107.92 106.65
R1 107.18 107.18 106.55 107.00
PP 106.82 106.82 106.82 106.73
S1 106.08 106.08 106.35 105.90
S2 105.72 105.72 106.25
S3 104.62 104.98 106.15
S4 103.52 103.88 105.85
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 118.54 116.71 109.77
R3 115.02 113.19 108.80
R2 111.50 111.50 108.48
R1 109.67 109.67 108.15 108.83
PP 107.98 107.98 107.98 107.56
S1 106.15 106.15 107.51 105.31
S2 104.46 104.46 107.18
S3 100.94 102.63 106.86
S4 97.42 99.11 105.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.42 106.30 3.12 2.9% 1.24 1.2% 5% False False 6,128
10 110.08 106.30 3.78 3.6% 1.25 1.2% 4% False False 8,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.23
2.618 110.43
1.618 109.33
1.000 108.65
0.618 108.23
HIGH 107.55
0.618 107.13
0.500 107.00
0.382 106.87
LOW 106.45
0.618 105.77
1.000 105.35
1.618 104.67
2.618 103.57
4.250 101.78
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 107.00 107.36
PP 106.82 107.06
S1 106.63 106.75

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

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