NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 98.98 98.31 -0.67 -0.7% 106.12
High 98.98 98.31 -0.67 -0.7% 107.15
Low 97.07 96.73 -0.34 -0.4% 98.84
Close 98.33 98.10 -0.23 -0.2% 99.68
Range 1.91 1.58 -0.33 -17.3% 8.31
ATR 1.79 1.78 -0.01 -0.8% 0.00
Volume 11,151 12,939 1,788 16.0% 44,890
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 102.45 101.86 98.97
R3 100.87 100.28 98.53
R2 99.29 99.29 98.39
R1 98.70 98.70 98.24 98.21
PP 97.71 97.71 97.71 97.47
S1 97.12 97.12 97.96 96.63
S2 96.13 96.13 97.81
S3 94.55 95.54 97.67
S4 92.97 93.96 97.23
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
5 106.34 96.73 9.61 9.8% 2.43 2.5% 14% False True 12,669
10 107.15 96.73 10.42 10.6% 1.74 1.8% 13% False True 10,428
20 107.15 96.73 10.42 10.6% 1.46 1.5% 13% False True 9,506
40 109.80 96.73 13.07 13.3% 1.55 1.6% 10% False True 8,074
60 110.08 96.73 13.35 13.6% 1.39 1.4% 10% False True 7,964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.03
2.618 102.45
1.618 100.87
1.000 99.89
0.618 99.29
HIGH 98.31
0.618 97.71
0.500 97.52
0.382 97.33
LOW 96.73
0.618 95.75
1.000 95.15
1.618 94.17
2.618 92.59
4.250 90.02
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 97.91 98.07
PP 97.71 98.05
S1 97.52 98.02

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

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