NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 101.42 100.31 -1.11 -1.1% 98.71
High 101.65 100.95 -0.70 -0.7% 102.15
Low 100.86 99.95 -0.91 -0.9% 98.71
Close 100.88 100.22 -0.66 -0.7% 100.88
Range 0.79 1.00 0.21 26.6% 3.44
ATR 1.67 1.62 -0.05 -2.9% 0.00
Volume 5,670 4,803 -867 -15.3% 33,403
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 103.37 102.80 100.77
R3 102.37 101.80 100.50
R2 101.37 101.37 100.40
R1 100.80 100.80 100.31 100.59
PP 100.37 100.37 100.37 100.27
S1 99.80 99.80 100.13 99.59
S2 99.37 99.37 100.04
S3 98.37 98.80 99.95
S4 97.37 97.80 99.67
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 110.90 109.33 102.77
R3 107.46 105.89 101.83
R2 104.02 104.02 101.51
R1 102.45 102.45 101.20 103.24
PP 100.58 100.58 100.58 100.97
S1 99.01 99.01 100.56 99.80
S2 97.14 97.14 100.25
S3 93.70 95.57 99.93
S4 90.26 92.13 98.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.15 99.40 2.75 2.7% 1.08 1.1% 30% False False 5,621
10 103.00 98.71 4.29 4.3% 1.30 1.3% 35% False False 6,949
20 103.95 98.71 5.24 5.2% 1.47 1.5% 29% False False 7,086
40 103.95 93.40 10.55 10.5% 1.50 1.5% 65% False False 5,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.20
2.618 103.57
1.618 102.57
1.000 101.95
0.618 101.57
HIGH 100.95
0.618 100.57
0.500 100.45
0.382 100.33
LOW 99.95
0.618 99.33
1.000 98.95
1.618 98.33
2.618 97.33
4.250 95.70
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 100.45 101.05
PP 100.37 100.77
S1 100.30 100.50

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

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