NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 107.05 108.75 1.70 1.6% 109.82
High 107.97 108.89 0.92 0.9% 109.82
Low 106.59 108.12 1.53 1.4% 106.30
Close 107.97 108.37 0.40 0.4% 107.83
Range 1.38 0.77 -0.61 -44.2% 3.52
ATR 1.31 1.28 -0.03 -2.1% 0.00
Volume 9,165 8,312 -853 -9.3% 47,016
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 110.77 110.34 108.79
R3 110.00 109.57 108.58
R2 109.23 109.23 108.51
R1 108.80 108.80 108.44 108.63
PP 108.46 108.46 108.46 108.38
S1 108.03 108.03 108.30 107.86
S2 107.69 107.69 108.23
S3 106.92 107.26 108.16
S4 106.15 106.49 107.95
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
5 108.89 106.45 2.44 2.3% 0.97 0.9% 79% True False 7,220
10 110.08 106.30 3.78 3.5% 1.27 1.2% 55% False False 8,399
Crabel Price Patterns
NR True
NR4 True
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.16
2.618 110.91
1.618 110.14
1.000 109.66
0.618 109.37
HIGH 108.89
0.618 108.60
0.500 108.51
0.382 108.41
LOW 108.12
0.618 107.64
1.000 107.35
1.618 106.87
2.618 106.10
4.250 104.85
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 108.51 108.14
PP 108.46 107.90
S1 108.42 107.67

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

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