NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 03-Apr-2012

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	104.50	107.00	2.50	2.4%	108.23
High	107.51	107.35	-0.16	-0.1%	109.21
Low	104.21	106.19	1.98	1.9%	104.50
Close	107.37	106.32	-1.05	-1.0%	105.05
Range	3.30	1.16	-2.14	-64.8%	4.71
ATR	1.66	1.62	-0.03	-2.1%	0.00
Volume	4,586	6,128	1,542	33.6%	26,605

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	110.10	109.37	106.96
R3	108.94	108.21	106.64
R2	107.78	107.78	106.53
R1	107.05	107.05	106.43	106.84
PP	106.62	106.62	106.62	106.51
S1	105.89	105.89	106.21	105.68
S2	105.46	105.46	106.11
S3	104.30	104.73	106.00
S4	103.14	103.57	105.68

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	120.38	117.43	107.64
R3	115.67	112.72	106.35
R2	110.96	110.96	105.91
R1	108.01	108.01	105.48	107.13
PP	106.25	106.25	106.25	105.82
S1	103.30	103.30	104.62	102.42
S2	101.54	101.54	104.19
S3	96.83	98.59	103.75
S4	92.12	93.88	102.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.69	104.21	4.48	4.2%	2.09	2.0%	47%	False	False	5,266
10	109.21	104.21	5.00	4.7%	1.67	1.6%	42%	False	False	5,914
20	109.80	104.21	5.59	5.3%	1.46	1.4%	38%	False	False	6,733

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	112.28
2.618	110.39
1.618	109.23
1.000	108.51
0.618	108.07
HIGH	107.35
0.618	106.91
0.500	106.77
0.382	106.63
LOW	106.19
0.618	105.47
1.000	105.03
1.618	104.31
2.618	103.15
4.250	101.26

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	106.77	106.17
PP	106.62	106.01
S1	106.47	105.86

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols