NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 104.05 104.77 0.72 0.7% 102.21
High 104.59 105.55 0.96 0.9% 105.55
Low 103.15 104.56 1.41 1.4% 101.96
Close 104.46 105.00 0.54 0.5% 105.00
Range 1.44 0.99 -0.45 -31.3% 3.59
ATR 1.64 1.60 -0.04 -2.4% 0.00
Volume 15,955 12,766 -3,189 -20.0% 61,119
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 108.01 107.49 105.54
R3 107.02 106.50 105.27
R2 106.03 106.03 105.18
R1 105.51 105.51 105.09 105.77
PP 105.04 105.04 105.04 105.17
S1 104.52 104.52 104.91 104.78
S2 104.05 104.05 104.82
S3 103.06 103.53 104.73
S4 102.07 102.54 104.46
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 114.94 113.56 106.97
R3 111.35 109.97 105.99
R2 107.76 107.76 105.66
R1 106.38 106.38 105.33 107.07
PP 104.17 104.17 104.17 104.52
S1 102.79 102.79 104.67 103.48
S2 100.58 100.58 104.34
S3 96.99 99.20 104.01
S4 93.40 95.61 103.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.55 101.96 3.59 3.4% 1.18 1.1% 85% True False 12,223
10 105.55 98.81 6.74 6.4% 1.40 1.3% 92% True False 14,392
20 105.55 97.37 8.18 7.8% 1.46 1.4% 93% True False 11,292
40 105.55 97.37 8.18 7.8% 1.42 1.3% 93% True False 8,628
60 105.55 93.40 12.15 11.6% 1.47 1.4% 95% True False 7,116
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.76
2.618 108.14
1.618 107.15
1.000 106.54
0.618 106.16
HIGH 105.55
0.618 105.17
0.500 105.06
0.382 104.94
LOW 104.56
0.618 103.95
1.000 103.57
1.618 102.96
2.618 101.97
4.250 100.35
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 105.06 104.78
PP 105.04 104.55
S1 105.02 104.33

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

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