NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 04-Apr-2012

Day Change Summary
	Previous	Current
	03-Apr-2012	04-Apr-2012	Change	Change %	Previous Week
Open	107.00	106.08	-0.92	-0.9%	108.23
High	107.35	106.08	-1.27	-1.2%	109.21
Low	106.19	103.60	-2.59	-2.4%	104.50
Close	106.32	103.95	-2.37	-2.2%	105.05
Range	1.16	2.48	1.32	113.8%	4.71
ATR	1.62	1.70	0.08	4.8%	0.00
Volume	6,128	6,865	737	12.0%	26,605

Daily Pivots for day following 04-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.98	110.45	105.31
R3	109.50	107.97	104.63
R2	107.02	107.02	104.40
R1	105.49	105.49	104.18	105.02
PP	104.54	104.54	104.54	104.31
S1	103.01	103.01	103.72	102.54
S2	102.06	102.06	103.50
S3	99.58	100.53	103.27
S4	97.10	98.05	102.59

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	107.55	103.60	3.95	3.8%	2.24	2.2%	9%	False	True	5,872
10	109.21	103.60	5.61	5.4%	1.83	1.8%	6%	False	True	5,731
20	109.80	103.60	6.20	6.0%	1.52	1.5%	6%	False	True	6,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116.62
2.618	112.57
1.618	110.09
1.000	108.56
0.618	107.61
HIGH	106.08
0.618	105.13
0.500	104.84
0.382	104.55
LOW	103.60
0.618	102.07
1.000	101.12
1.618	99.59
2.618	97.11
4.250	93.06

Fisher Pivots for day following 04-Apr-2012
Pivot	1 day	3 day
R1	104.84	105.56
PP	104.54	105.02
S1	104.25	104.49

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