NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 94.56 95.55 0.99 1.0% 93.60
High 96.04 96.58 0.54 0.6% 96.58
Low 94.21 95.26 1.05 1.1% 92.34
Close 95.89 96.32 0.43 0.4% 96.32
Range 1.83 1.32 -0.51 -27.9% 4.24
ATR 2.23 2.17 -0.07 -2.9% 0.00
Volume 94,267 120,842 26,575 28.2% 470,289
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.01 99.49 97.05
R3 98.69 98.17 96.68
R2 97.37 97.37 96.56
R1 96.85 96.85 96.44 97.11
PP 96.05 96.05 96.05 96.19
S1 95.53 95.53 96.20 95.79
S2 94.73 94.73 96.08
S3 93.41 94.21 95.96
S4 92.09 92.89 95.59
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.80 106.30 98.65
R3 103.56 102.06 97.49
R2 99.32 99.32 97.10
R1 97.82 97.82 96.71 98.57
PP 95.08 95.08 95.08 95.46
S1 93.58 93.58 95.93 94.33
S2 90.84 90.84 95.54
S3 86.60 89.34 95.15
S4 82.36 85.10 93.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.58 92.34 4.24 4.4% 1.76 1.8% 94% True False 94,057
10 96.58 90.89 5.69 5.9% 1.82 1.9% 95% True False 92,943
20 96.58 87.14 9.44 9.8% 2.17 2.2% 97% True False 73,952
40 96.58 78.16 18.42 19.1% 2.39 2.5% 99% True False 54,448
60 96.58 78.16 18.42 19.1% 2.45 2.5% 99% True False 43,306
80 107.12 78.16 28.96 30.1% 2.32 2.4% 63% False False 36,065
100 108.60 78.16 30.44 31.6% 2.19 2.3% 60% False False 30,825
120 110.65 78.16 32.49 33.7% 2.09 2.2% 56% False False 27,246
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.19
2.618 100.04
1.618 98.72
1.000 97.90
0.618 97.40
HIGH 96.58
0.618 96.08
0.500 95.92
0.382 95.76
LOW 95.26
0.618 94.44
1.000 93.94
1.618 93.12
2.618 91.80
4.250 89.65
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 96.19 95.81
PP 96.05 95.30
S1 95.92 94.79

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

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