NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 105.10 106.12 1.02 1.0% 104.38
High 106.05 106.12 0.07 0.1% 106.05
Low 105.10 105.24 0.14 0.1% 103.39
Close 106.04 105.86 -0.18 -0.2% 106.04
Range 0.95 0.88 -0.07 -7.4% 2.66
ATR 1.42 1.38 -0.04 -2.7% 0.00
Volume 6,329 4,777 -1,552 -24.5% 37,406
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.38 108.00 106.34
R3 107.50 107.12 106.10
R2 106.62 106.62 106.02
R1 106.24 106.24 105.94 105.99
PP 105.74 105.74 105.74 105.62
S1 105.36 105.36 105.78 105.11
S2 104.86 104.86 105.70
S3 103.98 104.48 105.62
S4 103.10 103.60 105.38
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.14 112.25 107.50
R3 110.48 109.59 106.77
R2 107.82 107.82 106.53
R1 106.93 106.93 106.28 107.38
PP 105.16 105.16 105.16 105.38
S1 104.27 104.27 105.80 104.72
S2 102.50 102.50 105.55
S3 99.84 101.61 105.31
S4 97.18 98.95 104.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.12 104.30 1.82 1.7% 0.94 0.9% 86% True False 6,964
10 106.16 103.39 2.77 2.6% 1.13 1.1% 89% False False 8,170
20 107.51 103.29 4.22 4.0% 1.41 1.3% 61% False False 7,803
40 109.80 103.29 6.51 6.1% 1.37 1.3% 39% False False 7,251
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.86
2.618 108.42
1.618 107.54
1.000 107.00
0.618 106.66
HIGH 106.12
0.618 105.78
0.500 105.68
0.382 105.58
LOW 105.24
0.618 104.70
1.000 104.36
1.618 103.82
2.618 102.94
4.250 101.50
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 105.80 105.78
PP 105.74 105.69
S1 105.68 105.61

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

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