NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 100.08 101.10 1.02 1.0% 100.31
High 101.20 102.35 1.15 1.1% 102.37
Low 98.81 100.75 1.94 2.0% 97.37
Close 100.80 101.43 0.63 0.6% 99.79
Range 2.39 1.60 -0.79 -33.1% 5.00
ATR 1.72 1.71 -0.01 -0.5% 0.00
Volume 11,856 23,470 11,614 98.0% 48,529
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 106.31 105.47 102.31
R3 104.71 103.87 101.87
R2 103.11 103.11 101.72
R1 102.27 102.27 101.58 102.69
PP 101.51 101.51 101.51 101.72
S1 100.67 100.67 101.28 101.09
S2 99.91 99.91 101.14
S3 98.31 99.07 100.99
S4 96.71 97.47 100.55
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 114.84 112.32 102.54
R3 109.84 107.32 101.17
R2 104.84 104.84 100.71
R1 102.32 102.32 100.25 101.08
PP 99.84 99.84 99.84 99.23
S1 97.32 97.32 99.33 96.08
S2 94.84 94.84 98.87
S3 89.84 92.32 98.42
S4 84.84 87.32 97.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.35 97.37 4.98 4.9% 1.59 1.6% 82% True False 16,141
10 102.37 97.37 5.00 4.9% 1.55 1.5% 81% False False 11,337
20 103.53 97.37 6.16 6.1% 1.54 1.5% 66% False False 9,143
40 103.95 93.40 10.55 10.4% 1.56 1.5% 76% False False 7,031
60 103.95 93.40 10.55 10.4% 1.53 1.5% 76% False False 6,253
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.15
2.618 106.54
1.618 104.94
1.000 103.95
0.618 103.34
HIGH 102.35
0.618 101.74
0.500 101.55
0.382 101.36
LOW 100.75
0.618 99.76
1.000 99.15
1.618 98.16
2.618 96.56
4.250 93.95
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 101.55 101.15
PP 101.51 100.86
S1 101.47 100.58

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

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