NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 93.60 93.03 -0.57 -0.6% 91.62
High 94.41 94.23 -0.18 -0.2% 94.97
Low 92.34 92.86 0.52 0.6% 90.89
Close 93.03 93.74 0.71 0.8% 93.15
Range 2.07 1.37 -0.70 -33.8% 4.08
ATR 2.33 2.26 -0.07 -2.9% 0.00
Volume 80,530 94,566 14,036 17.4% 459,142
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 97.72 97.10 94.49
R3 96.35 95.73 94.12
R2 94.98 94.98 93.99
R1 94.36 94.36 93.87 94.67
PP 93.61 93.61 93.61 93.77
S1 92.99 92.99 93.61 93.30
S2 92.24 92.24 93.49
S3 90.87 91.62 93.36
S4 89.50 90.25 92.99
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.24 103.28 95.39
R3 101.16 99.20 94.27
R2 97.08 97.08 93.90
R1 95.12 95.12 93.52 96.10
PP 93.00 93.00 93.00 93.50
S1 91.04 91.04 92.78 92.02
S2 88.92 88.92 92.40
S3 84.84 86.96 92.03
S4 80.76 82.88 90.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.97 91.97 3.00 3.2% 1.71 1.8% 59% False False 95,856
10 94.97 87.20 7.77 8.3% 2.19 2.3% 84% False False 84,583
20 94.97 87.14 7.83 8.4% 2.20 2.4% 84% False False 65,963
40 94.97 78.16 16.81 17.9% 2.48 2.6% 93% False False 49,181
60 94.97 78.16 16.81 17.9% 2.46 2.6% 93% False False 39,004
80 107.12 78.16 28.96 30.9% 2.30 2.5% 54% False False 32,655
100 109.50 78.16 31.34 33.4% 2.18 2.3% 50% False False 28,086
120 110.65 78.16 32.49 34.7% 2.08 2.2% 48% False False 25,190
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.05
2.618 97.82
1.618 96.45
1.000 95.60
0.618 95.08
HIGH 94.23
0.618 93.71
0.500 93.55
0.382 93.38
LOW 92.86
0.618 92.01
1.000 91.49
1.618 90.64
2.618 89.27
4.250 87.04
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 93.68 93.56
PP 93.61 93.37
S1 93.55 93.19

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

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