NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 108.00 108.58 0.58 0.5% 108.42
High 108.76 109.62 0.86 0.8% 109.62
Low 107.64 107.87 0.23 0.2% 106.13
Close 108.25 109.03 0.78 0.7% 109.03
Range 1.12 1.75 0.63 56.3% 3.49
ATR 1.89 1.88 -0.01 -0.5% 0.00
Volume 25,245 28,251 3,006 11.9% 98,919
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 114.09 113.31 109.99
R3 112.34 111.56 109.51
R2 110.59 110.59 109.35
R1 109.81 109.81 109.19 110.20
PP 108.84 108.84 108.84 109.04
S1 108.06 108.06 108.87 108.45
S2 107.09 107.09 108.71
S3 105.34 106.31 108.55
S4 103.59 104.56 108.07
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 118.73 117.37 110.95
R3 115.24 113.88 109.99
R2 111.75 111.75 109.67
R1 110.39 110.39 109.35 111.07
PP 108.26 108.26 108.26 108.60
S1 106.90 106.90 108.71 107.58
S2 104.77 104.77 108.39
S3 101.28 103.41 108.07
S4 97.79 99.92 107.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.62 106.13 3.49 3.2% 1.76 1.6% 83% True False 19,783
10 111.38 106.13 5.25 4.8% 2.04 1.9% 55% False False 20,036
20 111.38 100.25 11.13 10.2% 1.76 1.6% 79% False False 17,256
40 111.38 97.37 14.01 12.8% 1.66 1.5% 83% False False 13,585
60 111.38 93.40 17.98 16.5% 1.63 1.5% 87% False False 10,707
80 111.38 93.40 17.98 16.5% 1.59 1.5% 87% False False 9,213
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.06
2.618 114.20
1.618 112.45
1.000 111.37
0.618 110.70
HIGH 109.62
0.618 108.95
0.500 108.75
0.382 108.54
LOW 107.87
0.618 106.79
1.000 106.12
1.618 105.04
2.618 103.29
4.250 100.43
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 108.94 108.65
PP 108.84 108.26
S1 108.75 107.88

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

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