NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 108.30 108.09 -0.21 -0.2% 108.07
High 108.86 108.09 -0.77 -0.7% 109.23
Low 107.93 106.24 -1.69 -1.6% 106.54
Close 108.71 107.00 -1.71 -1.6% 109.14
Range 0.93 1.85 0.92 98.9% 2.69
ATR 1.37 1.45 0.08 5.8% 0.00
Volume 8,696 5,115 -3,581 -41.2% 39,015
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.66 111.68 108.02
R3 110.81 109.83 107.51
R2 108.96 108.96 107.34
R1 107.98 107.98 107.17 107.55
PP 107.11 107.11 107.11 106.89
S1 106.13 106.13 106.83 105.70
S2 105.26 105.26 106.66
S3 103.41 104.28 106.49
S4 101.56 102.43 105.98
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
5 109.80 106.24 3.56 3.3% 1.32 1.2% 21% False True 7,017
10 109.80 106.24 3.56 3.3% 1.32 1.2% 21% False True 7,186
20 110.08 106.24 3.84 3.6% 1.29 1.2% 20% False True 7,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 115.95
2.618 112.93
1.618 111.08
1.000 109.94
0.618 109.23
HIGH 108.09
0.618 107.38
0.500 107.17
0.382 106.95
LOW 106.24
0.618 105.10
1.000 104.39
1.618 103.25
2.618 101.40
4.250 98.38
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 107.17 107.77
PP 107.11 107.51
S1 107.06 107.26

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

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