NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 107.42 107.05 -0.37 -0.3% 109.82
High 107.55 107.97 0.42 0.4% 109.82
Low 106.45 106.59 0.14 0.1% 106.30
Close 106.45 107.97 1.52 1.4% 107.83
Range 1.10 1.38 0.28 25.5% 3.52
ATR 1.30 1.31 0.02 1.2% 0.00
Volume 4,505 9,165 4,660 103.4% 47,016
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 111.65 111.19 108.73
R3 110.27 109.81 108.35
R2 108.89 108.89 108.22
R1 108.43 108.43 108.10 108.66
PP 107.51 107.51 107.51 107.63
S1 107.05 107.05 107.84 107.28
S2 106.13 106.13 107.72
S3 104.75 105.67 107.59
S4 103.37 104.29 107.21
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
5 109.42 106.45 2.97 2.8% 1.13 1.1% 51% False False 6,717
10 110.08 106.30 3.78 3.5% 1.35 1.2% 44% False False 8,286
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 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113.84
2.618 111.58
1.618 110.20
1.000 109.35
0.618 108.82
HIGH 107.97
0.618 107.44
0.500 107.28
0.382 107.12
LOW 106.59
0.618 105.74
1.000 105.21
1.618 104.36
2.618 102.98
4.250 100.73
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 107.74 107.77
PP 107.51 107.56
S1 107.28 107.36

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

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