NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 90.36 91.55 1.19 1.3% 92.63
High 92.00 92.09 0.09 0.1% 92.63
Low 90.17 91.30 1.13 1.3% 88.66
Close 91.07 91.96 0.89 1.0% 91.96
Range 1.83 0.79 -1.04 -56.8% 3.97
ATR 2.15 2.07 -0.08 -3.7% 0.00
Volume 6,513 4,074 -2,439 -37.4% 29,490
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.15 93.85 92.39
R3 93.36 93.06 92.18
R2 92.57 92.57 92.10
R1 92.27 92.27 92.03 92.42
PP 91.78 91.78 91.78 91.86
S1 91.48 91.48 91.89 91.63
S2 90.99 90.99 91.82
S3 90.20 90.69 91.74
S4 89.41 89.90 91.53
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 102.99 101.45 94.14
R3 99.02 97.48 93.05
R2 95.05 95.05 92.69
R1 93.51 93.51 92.32 92.30
PP 91.08 91.08 91.08 90.48
S1 89.54 89.54 91.60 88.33
S2 87.11 87.11 91.23
S3 83.14 85.57 90.87
S4 79.17 81.60 89.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.63 88.66 3.97 4.3% 1.85 2.0% 83% False False 5,898
10 94.54 88.66 5.88 6.4% 1.72 1.9% 56% False False 6,161
20 94.54 81.97 12.57 13.7% 2.09 2.3% 79% False False 5,910
40 94.54 80.09 14.45 15.7% 1.93 2.1% 82% False False 5,458
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.26
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 95.45
2.618 94.16
1.618 93.37
1.000 92.88
0.618 92.58
HIGH 92.09
0.618 91.79
0.500 91.70
0.382 91.60
LOW 91.30
0.618 90.81
1.000 90.51
1.618 90.02
2.618 89.23
4.250 87.94
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 91.87 91.43
PP 91.78 90.90
S1 91.70 90.38

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

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