NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 107.90 107.73 -0.17 -0.2% 108.07
High 108.30 109.23 0.93 0.9% 109.23
Low 106.54 107.67 1.13 1.1% 106.54
Close 107.51 109.14 1.63 1.5% 109.14
Range 1.76 1.56 -0.20 -11.4% 2.69
ATR 1.34 1.37 0.03 2.0% 0.00
Volume 7,526 11,420 3,894 51.7% 39,015
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 113.36 112.81 110.00
R3 111.80 111.25 109.57
R2 110.24 110.24 109.43
R1 109.69 109.69 109.28 109.97
PP 108.68 108.68 108.68 108.82
S1 108.13 108.13 109.00 108.41
S2 107.12 107.12 108.85
S3 105.56 106.57 108.71
S4 104.00 105.01 108.28
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 116.37 115.45 110.62
R3 113.68 112.76 109.88
R2 110.99 110.99 109.63
R1 110.07 110.07 109.39 110.53
PP 108.30 108.30 108.30 108.54
S1 107.38 107.38 108.89 107.84
S2 105.61 105.61 108.65
S3 102.92 104.69 108.40
S4 100.23 102.00 107.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.23 106.54 2.69 2.5% 1.40 1.3% 97% True False 7,803
10 109.68 106.45 3.23 3.0% 1.23 1.1% 83% False False 7,572
20 110.08 104.83 5.25 4.8% 1.22 1.1% 82% False False 8,079
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.86
2.618 113.31
1.618 111.75
1.000 110.79
0.618 110.19
HIGH 109.23
0.618 108.63
0.500 108.45
0.382 108.27
LOW 107.67
0.618 106.71
1.000 106.11
1.618 105.15
2.618 103.59
4.250 101.04
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 108.91 108.72
PP 108.68 108.30
S1 108.45 107.89

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

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