NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 107.41 107.10 -0.31 -0.3% 102.21
High 108.00 109.72 1.72 1.6% 105.55
Low 107.05 106.90 -0.15 -0.1% 101.96
Close 107.62 109.02 1.40 1.3% 105.00
Range 0.95 2.82 1.87 196.8% 3.59
ATR 1.62 1.71 0.09 5.3% 0.00
Volume 17,858 12,697 -5,161 -28.9% 61,119
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 117.01 115.83 110.57
R3 114.19 113.01 109.80
R2 111.37 111.37 109.54
R1 110.19 110.19 109.28 110.78
PP 108.55 108.55 108.55 108.84
S1 107.37 107.37 108.76 107.96
S2 105.73 105.73 108.50
S3 102.91 104.55 108.24
S4 100.09 101.73 107.47
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
5 109.72 103.15 6.57 6.0% 1.55 1.4% 89% True False 16,559
10 109.72 100.25 9.47 8.7% 1.43 1.3% 93% True False 14,641
20 109.72 97.37 12.35 11.3% 1.49 1.4% 94% True False 12,989
40 109.72 97.37 12.35 11.3% 1.49 1.4% 94% True False 9,753
60 109.72 93.40 16.32 15.0% 1.51 1.4% 96% True False 7,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 121.71
2.618 117.10
1.618 114.28
1.000 112.54
0.618 111.46
HIGH 109.72
0.618 108.64
0.500 108.31
0.382 107.98
LOW 106.90
0.618 105.16
1.000 104.08
1.618 102.34
2.618 99.52
4.250 94.92
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 108.78 108.65
PP 108.55 108.28
S1 108.31 107.91

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

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