NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 103.11 104.05 0.94 0.9% 99.65
High 104.25 104.59 0.34 0.3% 102.61
Low 103.10 103.15 0.05 0.0% 98.81
Close 103.85 104.46 0.61 0.6% 101.32
Range 1.15 1.44 0.29 25.2% 3.80
ATR 1.65 1.64 -0.02 -0.9% 0.00
Volume 12,383 15,955 3,572 28.8% 82,801
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 108.39 107.86 105.25
R3 106.95 106.42 104.86
R2 105.51 105.51 104.72
R1 104.98 104.98 104.59 105.25
PP 104.07 104.07 104.07 104.20
S1 103.54 103.54 104.33 103.81
S2 102.63 102.63 104.20
S3 101.19 102.10 104.06
S4 99.75 100.66 103.67
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
5 104.59 100.25 4.34 4.2% 1.38 1.3% 97% True False 11,865
10 104.59 98.73 5.86 5.6% 1.41 1.3% 98% True False 14,480
20 104.59 97.37 7.22 6.9% 1.46 1.4% 98% True False 11,082
40 104.59 95.15 9.44 9.0% 1.45 1.4% 99% True False 8,353
60 104.59 93.40 11.19 10.7% 1.47 1.4% 99% True False 7,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.71
2.618 108.36
1.618 106.92
1.000 106.03
0.618 105.48
HIGH 104.59
0.618 104.04
0.500 103.87
0.382 103.70
LOW 103.15
0.618 102.26
1.000 101.71
1.618 100.82
2.618 99.38
4.250 97.03
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 104.26 104.22
PP 104.07 103.98
S1 103.87 103.75

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

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