NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 101.75 103.17 1.42 1.4% 99.87
High 101.86 103.76 1.90 1.9% 103.08
Low 101.60 102.33 0.73 0.7% 99.77
Close 101.83 103.76 1.93 1.9% 101.83
Range 0.26 1.43 1.17 450.0% 3.31
ATR 1.32 1.37 0.04 3.3% 0.00
Volume 6,181 5,870 -311 -5.0% 41,577
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 107.57 107.10 104.55
R3 106.14 105.67 104.15
R2 104.71 104.71 104.02
R1 104.24 104.24 103.89 104.48
PP 103.28 103.28 103.28 103.40
S1 102.81 102.81 103.63 103.05
S2 101.85 101.85 103.50
S3 100.42 101.38 103.37
S4 98.99 99.95 102.97
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 111.49 109.97 103.65
R3 108.18 106.66 102.74
R2 104.87 104.87 102.44
R1 103.35 103.35 102.13 104.11
PP 101.56 101.56 101.56 101.94
S1 100.04 100.04 101.53 100.80
S2 98.25 98.25 101.22
S3 94.94 96.73 100.92
S4 91.63 93.42 100.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.76 100.24 3.52 3.4% 0.95 0.9% 100% True False 8,080
10 103.76 97.89 5.87 5.7% 1.08 1.0% 100% True False 6,718
20 103.76 97.89 5.87 5.7% 0.87 0.8% 100% True False 5,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.84
2.618 107.50
1.618 106.07
1.000 105.19
0.618 104.64
HIGH 103.76
0.618 103.21
0.500 103.05
0.382 102.88
LOW 102.33
0.618 101.45
1.000 100.90
1.618 100.02
2.618 98.59
4.250 96.25
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 103.52 103.40
PP 103.28 103.04
S1 103.05 102.68

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

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