NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 100.31 98.98 -1.33 -1.3% 99.53
High 100.87 99.11 -1.76 -1.7% 102.30
Low 99.13 97.59 -1.54 -1.6% 99.27
Close 99.43 98.39 -1.04 -1.0% 100.91
Range 1.74 1.52 -0.22 -12.6% 3.03
ATR 1.69 1.70 0.01 0.6% 0.00
Volume 10,422 13,277 2,855 27.4% 41,712
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 102.92 102.18 99.23
R3 101.40 100.66 98.81
R2 99.88 99.88 98.67
R1 99.14 99.14 98.53 98.75
PP 98.36 98.36 98.36 98.17
S1 97.62 97.62 98.25 97.23
S2 96.84 96.84 98.11
S3 95.32 96.10 97.97
S4 93.80 94.58 97.55
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.92 108.44 102.58
R3 106.89 105.41 101.74
R2 103.86 103.86 101.47
R1 102.38 102.38 101.19 103.12
PP 100.83 100.83 100.83 101.20
S1 99.35 99.35 100.63 100.09
S2 97.80 97.80 100.35
S3 94.77 96.32 100.08
S4 91.74 93.29 99.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.12 97.59 4.53 4.6% 1.52 1.5% 18% False True 9,614
10 102.30 97.59 4.71 4.8% 1.50 1.5% 17% False True 9,724
20 103.67 97.59 6.08 6.2% 1.58 1.6% 13% False True 8,976
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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.57
2.618 103.09
1.618 101.57
1.000 100.63
0.618 100.05
HIGH 99.11
0.618 98.53
0.500 98.35
0.382 98.17
LOW 97.59
0.618 96.65
1.000 96.07
1.618 95.13
2.618 93.61
4.250 91.13
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 98.38 99.86
PP 98.36 99.37
S1 98.35 98.88

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

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