NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 93.70 93.74 0.04 0.0% 90.41
High 94.97 94.47 -0.50 -0.5% 91.98
Low 93.10 93.36 0.26 0.3% 87.20
Close 93.63 93.63 0.00 0.0% 91.64
Range 1.87 1.11 -0.76 -40.6% 4.78
ATR 2.47 2.37 -0.10 -3.9% 0.00
Volume 113,870 88,708 -25,162 -22.1% 328,532
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 97.15 96.50 94.24
R3 96.04 95.39 93.94
R2 94.93 94.93 93.83
R1 94.28 94.28 93.73 94.05
PP 93.82 93.82 93.82 93.71
S1 93.17 93.17 93.53 92.94
S2 92.71 92.71 93.43
S3 91.60 92.06 93.32
S4 90.49 90.95 93.02
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.61 102.91 94.27
R3 99.83 98.13 92.95
R2 95.05 95.05 92.52
R1 93.35 93.35 92.08 94.20
PP 90.27 90.27 90.27 90.70
S1 88.57 88.57 91.20 89.42
S2 85.49 85.49 90.76
S3 80.71 83.79 90.33
S4 75.93 79.01 89.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.97 87.58 7.39 7.9% 2.34 2.5% 82% False False 85,940
10 94.97 87.20 7.77 8.3% 2.21 2.4% 83% False False 72,159
20 94.97 86.39 8.58 9.2% 2.22 2.4% 84% False False 56,503
40 94.97 78.16 16.81 18.0% 2.50 2.7% 92% False False 44,146
60 95.35 78.16 17.19 18.4% 2.46 2.6% 90% False False 35,147
80 107.12 78.16 28.96 30.9% 2.28 2.4% 53% False False 29,632
100 109.50 78.16 31.34 33.5% 2.17 2.3% 49% False False 25,569
120 110.65 78.16 32.49 34.7% 2.08 2.2% 48% False False 23,127
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 99.19
2.618 97.38
1.618 96.27
1.000 95.58
0.618 95.16
HIGH 94.47
0.618 94.05
0.500 93.92
0.382 93.78
LOW 93.36
0.618 92.67
1.000 92.25
1.618 91.56
2.618 90.45
4.250 88.64
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 93.92 93.59
PP 93.82 93.56
S1 93.73 93.52

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

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