NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 106.34 102.66 -3.68 -3.5% 106.12
High 106.34 102.76 -3.58 -3.4% 107.15
Low 103.63 98.84 -4.79 -4.6% 98.84
Close 103.69 99.68 -4.01 -3.9% 99.68
Range 2.71 3.92 1.21 44.6% 8.31
ATR 1.48 1.72 0.24 16.3% 0.00
Volume 11,278 9,908 -1,370 -12.1% 44,890
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 112.19 109.85 101.84
R3 108.27 105.93 100.76
R2 104.35 104.35 100.40
R1 102.01 102.01 100.04 101.22
PP 100.43 100.43 100.43 100.03
S1 98.09 98.09 99.32 97.30
S2 96.51 96.51 98.96
S3 92.59 94.17 98.60
S4 88.67 90.25 97.52
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 126.82 121.56 104.25
R3 118.51 113.25 101.97
R2 110.20 110.20 101.20
R1 104.94 104.94 100.44 103.42
PP 101.89 101.89 101.89 101.13
S1 96.63 96.63 98.92 95.11
S2 93.58 93.58 98.16
S3 85.27 88.32 97.39
S4 76.96 80.01 95.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.15 98.84 8.31 8.3% 2.01 2.0% 10% False True 8,978
10 107.15 98.84 8.31 8.3% 1.50 1.5% 10% False True 8,229
20 107.15 98.84 8.31 8.3% 1.43 1.4% 10% False True 8,549
40 109.80 98.84 10.96 11.0% 1.50 1.5% 8% False True 7,566
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 0.15
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 119.42
2.618 113.02
1.618 109.10
1.000 106.68
0.618 105.18
HIGH 102.76
0.618 101.26
0.500 100.80
0.382 100.34
LOW 98.84
0.618 96.42
1.000 94.92
1.618 92.50
2.618 88.58
4.250 82.18
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 100.80 102.80
PP 100.43 101.76
S1 100.05 100.72

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

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