NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 104.65 105.07 0.42 0.4% 104.85
High 105.45 105.80 0.35 0.3% 106.43
Low 104.33 104.49 0.16 0.2% 103.72
Close 104.99 105.41 0.42 0.4% 105.24
Range 1.12 1.31 0.19 17.0% 2.71
ATR 1.79 1.75 -0.03 -1.9% 0.00
Volume 31,044 36,981 5,937 19.1% 231,142
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.16 108.60 106.13
R3 107.85 107.29 105.77
R2 106.54 106.54 105.65
R1 105.98 105.98 105.53 106.26
PP 105.23 105.23 105.23 105.38
S1 104.67 104.67 105.29 104.95
S2 103.92 103.92 105.17
S3 102.61 103.36 105.05
S4 101.30 102.05 104.69
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.26 111.96 106.73
R3 110.55 109.25 105.99
R2 107.84 107.84 105.74
R1 106.54 106.54 105.49 107.19
PP 105.13 105.13 105.13 105.46
S1 103.83 103.83 104.99 104.48
S2 102.42 102.42 104.74
S3 99.71 101.12 104.49
S4 97.00 98.41 103.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.85 103.39 2.46 2.3% 1.39 1.3% 82% False False 39,736
10 106.43 103.39 3.04 2.9% 1.49 1.4% 66% False False 44,058
20 108.90 103.25 5.65 5.4% 1.83 1.7% 38% False False 41,490
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.37
2.618 109.23
1.618 107.92
1.000 107.11
0.618 106.61
HIGH 105.80
0.618 105.30
0.500 105.15
0.382 104.99
LOW 104.49
0.618 103.68
1.000 103.18
1.618 102.37
2.618 101.06
4.250 98.92
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 105.32 105.14
PP 105.23 104.87
S1 105.15 104.60

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

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