NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 102.21 103.02 0.81 0.8% 99.65
High 103.39 103.81 0.42 0.4% 102.61
Low 101.96 102.90 0.94 0.9% 98.81
Close 103.39 103.02 -0.37 -0.4% 101.32
Range 1.43 0.91 -0.52 -36.4% 3.80
ATR 1.75 1.69 -0.06 -3.4% 0.00
Volume 12,856 7,159 -5,697 -44.3% 82,801
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.97 105.41 103.52
R3 105.06 104.50 103.27
R2 104.15 104.15 103.19
R1 103.59 103.59 103.10 103.48
PP 103.24 103.24 103.24 103.19
S1 102.68 102.68 102.94 102.57
S2 102.33 102.33 102.85
S3 101.42 101.77 102.77
S4 100.51 100.86 102.52
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 112.31 110.62 103.41
R3 108.51 106.82 102.37
R2 104.71 104.71 102.02
R1 103.02 103.02 101.67 103.87
PP 100.91 100.91 100.91 101.34
S1 99.22 99.22 100.97 100.07
S2 97.11 97.11 100.62
S3 93.31 95.42 100.28
S4 89.51 91.62 99.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.81 100.25 3.56 3.5% 1.41 1.4% 78% True False 14,941
10 103.81 97.37 6.44 6.3% 1.53 1.5% 88% True False 14,017
20 103.81 97.37 6.44 6.3% 1.51 1.5% 88% True False 10,302
40 103.95 93.40 10.55 10.2% 1.45 1.4% 91% False False 7,866
60 103.95 93.40 10.55 10.2% 1.51 1.5% 91% False False 6,859
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 0.28
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 107.68
2.618 106.19
1.618 105.28
1.000 104.72
0.618 104.37
HIGH 103.81
0.618 103.46
0.500 103.36
0.382 103.25
LOW 102.90
0.618 102.34
1.000 101.99
1.618 101.43
2.618 100.52
4.250 99.03
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 103.36 102.69
PP 103.24 102.36
S1 103.13 102.03

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

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