NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 108.42 108.46 0.04 0.0% 110.50
High 108.50 108.46 -0.04 0.0% 111.38
Low 106.75 106.13 -0.62 -0.6% 106.17
Close 108.06 106.37 -1.69 -1.6% 108.06
Range 1.75 2.33 0.58 33.1% 5.21
ATR 1.93 1.96 0.03 1.5% 0.00
Volume 16,541 10,916 -5,625 -34.0% 101,449
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 113.98 112.50 107.65
R3 111.65 110.17 107.01
R2 109.32 109.32 106.80
R1 107.84 107.84 106.58 107.42
PP 106.99 106.99 106.99 106.77
S1 105.51 105.51 106.16 105.09
S2 104.66 104.66 105.94
S3 102.33 103.18 105.73
S4 100.00 100.85 105.09
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 124.17 121.32 110.93
R3 118.96 116.11 109.49
R2 113.75 113.75 109.02
R1 110.90 110.90 108.54 109.72
PP 108.54 108.54 108.54 107.95
S1 105.69 105.69 107.58 104.51
S2 103.33 103.33 107.10
S3 98.12 100.48 106.63
S4 92.91 95.27 105.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.38 106.13 5.25 4.9% 2.43 2.3% 5% False True 13,841
10 111.38 106.13 5.25 4.9% 2.10 2.0% 5% False True 17,806
20 111.38 98.81 12.57 11.8% 1.78 1.7% 60% False False 16,462
40 111.38 97.37 14.01 13.2% 1.64 1.5% 64% False False 12,335
60 111.38 93.40 17.98 16.9% 1.63 1.5% 72% False False 9,700
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.36
2.618 114.56
1.618 112.23
1.000 110.79
0.618 109.90
HIGH 108.46
0.618 107.57
0.500 107.30
0.382 107.02
LOW 106.13
0.618 104.69
1.000 103.80
1.618 102.36
2.618 100.03
4.250 96.23
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 107.30 107.90
PP 106.99 107.39
S1 106.68 106.88

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

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