NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 103.02 103.11 0.09 0.1% 99.65
High 103.81 104.25 0.44 0.4% 102.61
Low 102.90 103.10 0.20 0.2% 98.81
Close 103.02 103.85 0.83 0.8% 101.32
Range 0.91 1.15 0.24 26.4% 3.80
ATR 1.69 1.65 -0.03 -1.9% 0.00
Volume 7,159 12,383 5,224 73.0% 82,801
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 107.18 106.67 104.48
R3 106.03 105.52 104.17
R2 104.88 104.88 104.06
R1 104.37 104.37 103.96 104.63
PP 103.73 103.73 103.73 103.86
S1 103.22 103.22 103.74 103.48
S2 102.58 102.58 103.64
S3 101.43 102.07 103.53
S4 100.28 100.92 103.22
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
5 104.25 100.25 4.00 3.9% 1.32 1.3% 90% True False 12,723
10 104.25 97.37 6.88 6.6% 1.45 1.4% 94% True False 14,432
20 104.25 97.37 6.88 6.6% 1.47 1.4% 94% True False 10,594
40 104.25 93.40 10.85 10.4% 1.44 1.4% 96% True False 8,064
60 104.25 93.40 10.85 10.4% 1.46 1.4% 96% True False 6,891
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.14
2.618 107.26
1.618 106.11
1.000 105.40
0.618 104.96
HIGH 104.25
0.618 103.81
0.500 103.68
0.382 103.54
LOW 103.10
0.618 102.39
1.000 101.95
1.618 101.24
2.618 100.09
4.250 98.21
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 103.79 103.60
PP 103.73 103.35
S1 103.68 103.11

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

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