NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 106.86 106.24 -0.62 -0.6% 105.10
High 106.92 106.25 -0.67 -0.6% 106.18
Low 105.75 103.67 -2.08 -2.0% 103.39
Close 106.14 103.83 -2.31 -2.2% 106.11
Range 1.17 2.58 1.41 120.5% 2.79
ATR 1.59 1.66 0.07 4.4% 0.00
Volume 61,010 59,785 -1,225 -2.0% 195,093
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 112.32 110.66 105.25
R3 109.74 108.08 104.54
R2 107.16 107.16 104.30
R1 105.50 105.50 104.07 105.04
PP 104.58 104.58 104.58 104.36
S1 102.92 102.92 103.59 102.46
S2 102.00 102.00 103.36
S3 99.42 100.34 103.12
S4 96.84 97.76 102.41
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
5 107.29 103.67 3.62 3.5% 1.51 1.5% 4% False True 44,613
10 107.29 103.39 3.90 3.8% 1.42 1.4% 11% False False 41,856
20 107.29 103.25 4.04 3.9% 1.55 1.5% 14% False False 43,562
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 0.18
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 117.22
2.618 113.00
1.618 110.42
1.000 108.83
0.618 107.84
HIGH 106.25
0.618 105.26
0.500 104.96
0.382 104.66
LOW 103.67
0.618 102.08
1.000 101.09
1.618 99.50
2.618 96.92
4.250 92.71
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 104.96 105.48
PP 104.58 104.93
S1 104.21 104.38

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

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