NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 108.46 107.00 -1.46 -1.3% 110.50
High 108.46 107.99 -0.47 -0.4% 111.38
Low 106.13 106.14 0.01 0.0% 106.17
Close 106.37 107.89 1.52 1.4% 108.06
Range 2.33 1.85 -0.48 -20.6% 5.21
ATR 1.96 1.95 -0.01 -0.4% 0.00
Volume 10,916 17,966 7,050 64.6% 101,449
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.89 112.24 108.91
R3 111.04 110.39 108.40
R2 109.19 109.19 108.23
R1 108.54 108.54 108.06 108.87
PP 107.34 107.34 107.34 107.50
S1 106.69 106.69 107.72 107.02
S2 105.49 105.49 107.55
S3 103.64 104.84 107.38
S4 101.79 102.99 106.87
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% 2.35 2.2% 34% False False 15,530
10 111.38 106.13 5.25 4.9% 2.19 2.0% 34% False False 17,817
20 111.38 100.25 11.13 10.3% 1.75 1.6% 69% False False 16,767
40 111.38 97.37 14.01 13.0% 1.64 1.5% 75% False False 12,604
60 111.38 93.40 17.98 16.7% 1.62 1.5% 81% False False 9,928
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.85
2.618 112.83
1.618 110.98
1.000 109.84
0.618 109.13
HIGH 107.99
0.618 107.28
0.500 107.07
0.382 106.85
LOW 106.14
0.618 105.00
1.000 104.29
1.618 103.15
2.618 101.30
4.250 98.28
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 107.62 107.70
PP 107.34 107.51
S1 107.07 107.32

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

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