NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	97.58	96.97	-0.61	-0.6%	97.69
High	97.65	96.97	-0.68	-0.7%	99.30
Low	97.14	96.97	-0.17	-0.2%	96.91
Close	97.63	96.97	-0.66	-0.7%	97.41
Range	0.51	0.00	-0.51	-100.0%	2.39
ATR	0.00	1.02	1.02		0.00
Volume	3,330	2,728	-602	-18.1%	20,785

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.97	96.97	96.97
R3	96.97	96.97	96.97
R2	96.97	96.97	96.97
R1	96.97	96.97	96.97	96.97
PP	96.97	96.97	96.97	96.97
S1	96.97	96.97	96.97	96.97
S2	96.97	96.97	96.97
S3	96.97	96.97	96.97
S4	96.97	96.97	96.97

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.04	103.62	98.72
R3	102.65	101.23	98.07
R2	100.26	100.26	97.85
R1	98.84	98.84	97.63	98.36
PP	97.87	97.87	97.87	97.63
S1	96.45	96.45	97.19	95.97
S2	95.48	95.48	96.97
S3	93.09	94.06	96.75
S4	90.70	91.67	96.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.30	96.29	3.01	3.1%	1.11	1.1%	23%	False	False	4,269
10	99.30	96.29	3.01	3.1%	0.94	1.0%	23%	False	False	3,965

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	0.20
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	96.97
2.618	96.97
1.618	96.97
1.000	96.97
0.618	96.97
HIGH	96.97
0.618	96.97
0.500	96.97
0.382	96.97
LOW	96.97
0.618	96.97
1.000	96.97
1.618	96.97
2.618	96.97
4.250	96.97

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	96.97	97.40
PP	96.97	97.26
S1	96.97	97.11

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols