NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 105.85 106.86 1.01 1.0% 105.10
High 107.29 106.92 -0.37 -0.3% 106.18
Low 105.54 105.75 0.21 0.2% 103.39
Close 107.02 106.14 -0.88 -0.8% 106.11
Range 1.75 1.17 -0.58 -33.1% 2.79
ATR 1.62 1.59 -0.02 -1.5% 0.00
Volume 36,776 61,010 24,234 65.9% 195,093
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 109.78 109.13 106.78
R3 108.61 107.96 106.46
R2 107.44 107.44 106.35
R1 106.79 106.79 106.25 106.53
PP 106.27 106.27 106.27 106.14
S1 105.62 105.62 106.03 105.36
S2 105.10 105.10 105.93
S3 103.93 104.45 105.82
S4 102.76 103.28 105.50
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.60 112.64 107.64
R3 110.81 109.85 106.88
R2 108.02 108.02 106.62
R1 107.06 107.06 106.37 107.54
PP 105.23 105.23 105.23 105.47
S1 104.27 104.27 105.85 104.75
S2 102.44 102.44 105.60
S3 99.65 101.48 105.34
S4 96.86 98.69 104.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.29 105.08 2.21 2.1% 1.19 1.1% 48% False False 42,768
10 107.29 103.39 3.90 3.7% 1.29 1.2% 71% False False 41,252
20 107.29 103.25 4.04 3.8% 1.55 1.5% 72% False False 42,579
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.89
2.618 109.98
1.618 108.81
1.000 108.09
0.618 107.64
HIGH 106.92
0.618 106.47
0.500 106.34
0.382 106.20
LOW 105.75
0.618 105.03
1.000 104.58
1.618 103.86
2.618 102.69
4.250 100.78
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 106.34 106.26
PP 106.27 106.22
S1 106.21 106.18

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

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