NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 88.60 89.34 0.74 0.8% 91.88
High 90.05 90.23 0.18 0.2% 92.10
Low 88.15 87.58 -0.57 -0.6% 87.50
Close 89.52 87.77 -1.75 -2.0% 90.79
Range 1.90 2.65 0.75 39.5% 4.60
ATR 2.34 2.36 0.02 0.9% 0.00
Volume 40,954 44,222 3,268 8.0% 123,461
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 96.48 94.77 89.23
R3 93.83 92.12 88.50
R2 91.18 91.18 88.26
R1 89.47 89.47 88.01 89.00
PP 88.53 88.53 88.53 88.29
S1 86.82 86.82 87.53 86.35
S2 85.88 85.88 87.28
S3 83.23 84.17 87.04
S4 80.58 81.52 86.31
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 103.93 101.96 93.32
R3 99.33 97.36 92.06
R2 94.73 94.73 91.63
R1 92.76 92.76 91.21 91.45
PP 90.13 90.13 90.13 89.47
S1 88.16 88.16 90.37 86.85
S2 85.53 85.53 89.95
S3 80.93 83.56 89.53
S4 76.33 78.96 88.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.50 87.58 3.92 4.5% 2.06 2.3% 5% False True 35,356
10 93.10 87.50 5.60 6.4% 2.20 2.5% 5% False False 31,791
20 93.72 84.91 8.81 10.0% 2.16 2.5% 32% False False 27,911
40 93.72 78.83 14.89 17.0% 2.52 2.9% 60% False False 24,224
60 98.85 78.83 20.02 22.8% 2.31 2.6% 45% False False 19,036
80 107.15 78.83 28.32 32.3% 2.10 2.4% 32% False False 16,617
100 109.80 78.83 30.97 35.3% 2.00 2.3% 29% False False 14,581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.49
2.618 97.17
1.618 94.52
1.000 92.88
0.618 91.87
HIGH 90.23
0.618 89.22
0.500 88.91
0.382 88.59
LOW 87.58
0.618 85.94
1.000 84.93
1.618 83.29
2.618 80.64
4.250 76.32
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 88.91 89.27
PP 88.53 88.77
S1 88.15 88.27

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

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