NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 10-Apr-2012

Day Change Summary
	Previous	Current
	09-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	104.50	104.82	0.32	0.3%	105.73
High	105.11	105.42	0.31	0.3%	107.68
Low	103.44	103.25	-0.19	-0.2%	103.78
Close	105.03	103.56	-1.47	-1.4%	105.64
Range	1.67	2.17	0.50	29.9%	3.90
ATR	2.04	2.05	0.01	0.5%	0.00
Volume	34,345	24,064	-10,281	-29.9%	166,566

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	110.59	109.24	104.75
R3	108.42	107.07	104.16
R2	106.25	106.25	103.96
R1	104.90	104.90	103.76	104.49
PP	104.08	104.08	104.08	103.87
S1	102.73	102.73	103.36	102.32
S2	101.91	101.91	103.16
S3	99.74	100.56	102.96
S4	97.57	98.39	102.37

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	117.40	115.42	107.79
R3	113.50	111.52	106.71
R2	109.60	109.60	106.36
R1	107.62	107.62	106.00	106.66
PP	105.70	105.70	105.70	105.22
S1	103.72	103.72	105.28	102.76
S2	101.80	101.80	104.93
S3	97.90	99.82	104.57
S4	94.00	95.92	103.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.53	103.25	4.28	4.1%	1.96	1.9%	7%	False	True	38,333
10	109.39	103.25	6.14	5.9%	2.09	2.0%	5%	False	True	36,515

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114.64
2.618	111.10
1.618	108.93
1.000	107.59
0.618	106.76
HIGH	105.42
0.618	104.59
0.500	104.34
0.382	104.08
LOW	103.25
0.618	101.91
1.000	101.08
1.618	99.74
2.618	97.57
4.250	94.03

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	104.34	104.50
PP	104.08	104.18
S1	103.82	103.87

Download as Excel Spreadsheet

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

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