NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 109.04 107.91 -1.13 -1.0% 106.35
High 109.81 108.48 -1.33 -1.2% 110.60
Low 107.63 106.20 -1.43 -1.3% 106.19
Close 107.81 108.21 0.40 0.4% 110.56
Range 2.18 2.28 0.10 4.6% 4.41
ATR 1.65 1.70 0.04 2.7% 0.00
Volume 21,770 15,626 -6,144 -28.2% 86,098
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 114.47 113.62 109.46
R3 112.19 111.34 108.84
R2 109.91 109.91 108.63
R1 109.06 109.06 108.42 109.49
PP 107.63 107.63 107.63 107.84
S1 106.78 106.78 108.00 107.21
S2 105.35 105.35 107.79
S3 103.07 104.50 107.58
S4 100.79 102.22 106.96
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 122.35 120.86 112.99
R3 117.94 116.45 111.77
R2 113.53 113.53 111.37
R1 112.04 112.04 110.96 112.79
PP 109.12 109.12 109.12 109.49
S1 107.63 107.63 110.16 108.38
S2 104.71 104.71 109.75
S3 100.30 103.22 109.35
S4 95.89 98.81 108.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.60 106.20 4.40 4.1% 2.02 1.9% 46% False True 25,019
10 110.60 103.62 6.98 6.5% 1.46 1.4% 66% False False 21,724
20 110.60 97.59 13.01 12.0% 1.45 1.3% 82% False False 17,908
40 110.60 97.59 13.01 12.0% 1.52 1.4% 82% False False 13,271
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118.17
2.618 114.45
1.618 112.17
1.000 110.76
0.618 109.89
HIGH 108.48
0.618 107.61
0.500 107.34
0.382 107.07
LOW 106.20
0.618 104.79
1.000 103.92
1.618 102.51
2.618 100.23
4.250 96.51
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 107.92 108.33
PP 107.63 108.29
S1 107.34 108.25

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

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