NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 99.40 99.37 -0.03 0.0% 106.01
High 99.60 99.41 -0.19 -0.2% 107.29
Low 96.96 97.08 0.12 0.1% 98.90
Close 99.30 98.49 -0.81 -0.8% 99.81
Range 2.64 2.33 -0.31 -11.7% 8.39
ATR 1.97 2.00 0.03 1.3% 0.00
Volume 90,287 50,711 -39,576 -43.8% 251,045
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 105.32 104.23 99.77
R3 102.99 101.90 99.13
R2 100.66 100.66 98.92
R1 99.57 99.57 98.70 98.95
PP 98.33 98.33 98.33 98.02
S1 97.24 97.24 98.28 96.62
S2 96.00 96.00 98.06
S3 93.67 94.91 97.85
S4 91.34 92.58 97.21
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 127.17 121.88 104.42
R3 118.78 113.49 102.12
R2 110.39 110.39 101.35
R1 105.10 105.10 100.58 103.55
PP 102.00 102.00 102.00 101.23
S1 96.71 96.71 99.04 95.16
S2 93.61 93.61 98.27
S3 85.22 88.32 97.50
S4 76.83 79.93 95.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.92 96.96 9.96 10.1% 2.75 2.8% 15% False False 65,822
10 107.29 96.96 10.33 10.5% 1.98 2.0% 15% False False 51,892
20 107.29 96.96 10.33 10.5% 1.76 1.8% 15% False False 48,314
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.31
2.618 105.51
1.618 103.18
1.000 101.74
0.618 100.85
HIGH 99.41
0.618 98.52
0.500 98.25
0.382 97.97
LOW 97.08
0.618 95.64
1.000 94.75
1.618 93.31
2.618 90.98
4.250 87.18
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 98.41 100.45
PP 98.33 99.80
S1 98.25 99.14

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

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