NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 104.42 106.36 1.94 1.9% 103.17
High 105.27 107.73 2.46 2.3% 105.27
Low 104.42 106.21 1.79 1.7% 102.33
Close 105.05 107.57 2.52 2.4% 105.05
Range 0.85 1.52 0.67 78.8% 2.94
ATR 1.26 1.36 0.10 8.1% 0.00
Volume 8,695 8,250 -445 -5.1% 35,430
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 111.73 111.17 108.41
R3 110.21 109.65 107.99
R2 108.69 108.69 107.85
R1 108.13 108.13 107.71 108.41
PP 107.17 107.17 107.17 107.31
S1 106.61 106.61 107.43 106.89
S2 105.65 105.65 107.29
S3 104.13 105.09 107.15
S4 102.61 103.57 106.73
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 113.04 111.98 106.67
R3 110.10 109.04 105.86
R2 107.16 107.16 105.59
R1 106.10 106.10 105.32 106.63
PP 104.22 104.22 104.22 104.48
S1 103.16 103.16 104.78 103.69
S2 101.28 101.28 104.51
S3 98.34 100.22 104.24
S4 95.40 97.28 103.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.73 103.18 4.55 4.2% 0.93 0.9% 96% True False 7,562
10 107.73 100.24 7.49 7.0% 0.94 0.9% 98% True False 7,821
20 107.73 97.89 9.84 9.1% 0.93 0.9% 98% True False 6,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 114.19
2.618 111.71
1.618 110.19
1.000 109.25
0.618 108.67
HIGH 107.73
0.618 107.15
0.500 106.97
0.382 106.79
LOW 106.21
0.618 105.27
1.000 104.69
1.618 103.75
2.618 102.23
4.250 99.75
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 107.37 106.90
PP 107.17 106.24
S1 106.97 105.57

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

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