NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 100.15 99.27 -0.88 -0.9% 98.71
High 100.71 99.27 -1.44 -1.4% 102.15
Low 98.82 97.37 -1.45 -1.5% 98.71
Close 99.27 98.16 -1.11 -1.1% 100.88
Range 1.89 1.90 0.01 0.5% 3.44
ATR 1.71 1.73 0.01 0.8% 0.00
Volume 8,231 15,479 7,248 88.1% 33,403
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 103.97 102.96 99.21
R3 102.07 101.06 98.68
R2 100.17 100.17 98.51
R1 99.16 99.16 98.33 98.72
PP 98.27 98.27 98.27 98.04
S1 97.26 97.26 97.99 96.82
S2 96.37 96.37 97.81
S3 94.47 95.36 97.64
S4 92.57 93.46 97.12
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
5 102.37 97.37 5.00 5.1% 1.66 1.7% 16% False True 8,110
10 102.37 97.37 5.00 5.1% 1.52 1.5% 16% False True 7,684
20 103.95 97.37 6.58 6.7% 1.55 1.6% 12% False True 7,603
40 103.95 93.40 10.55 10.7% 1.55 1.6% 45% False False 5,752
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.35
2.618 104.24
1.618 102.34
1.000 101.17
0.618 100.44
HIGH 99.27
0.618 98.54
0.500 98.32
0.382 98.10
LOW 97.37
0.618 96.20
1.000 95.47
1.618 94.30
2.618 92.40
4.250 89.30
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 98.32 99.87
PP 98.27 99.30
S1 98.21 98.73

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

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