NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 93.96 93.69 -0.27 -0.3% 91.98
High 94.25 94.70 0.45 0.5% 95.26
Low 92.27 92.65 0.38 0.4% 91.23
Close 93.43 93.34 -0.09 -0.1% 93.43
Range 1.98 2.05 0.07 3.5% 4.03
ATR 2.28 2.27 -0.02 -0.7% 0.00
Volume 38,696 38,637 -59 -0.2% 240,979
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 99.71 98.58 94.47
R3 97.66 96.53 93.90
R2 95.61 95.61 93.72
R1 94.48 94.48 93.53 94.02
PP 93.56 93.56 93.56 93.34
S1 92.43 92.43 93.15 91.97
S2 91.51 91.51 92.96
S3 89.46 90.38 92.78
S4 87.41 88.33 92.21
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.40 103.44 95.65
R3 101.37 99.41 94.54
R2 97.34 97.34 94.17
R1 95.38 95.38 93.80 96.36
PP 93.31 93.31 93.31 93.80
S1 91.35 91.35 93.06 92.33
S2 89.28 89.28 92.69
S3 85.25 87.32 92.32
S4 81.22 83.29 91.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.26 92.27 2.99 3.2% 1.87 2.0% 36% False False 45,141
10 95.26 87.58 7.68 8.2% 2.28 2.4% 75% False False 45,437
20 95.26 87.50 7.76 8.3% 2.17 2.3% 75% False False 35,803
40 95.26 78.83 16.43 17.6% 2.45 2.6% 88% False False 28,740
60 95.26 78.83 16.43 17.6% 2.38 2.5% 88% False False 23,296
80 107.15 78.83 28.32 30.3% 2.18 2.3% 51% False False 19,792
100 109.21 78.83 30.38 32.5% 2.07 2.2% 48% False False 17,305
120 110.08 78.83 31.25 33.5% 1.94 2.1% 46% False False 15,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.41
2.618 100.07
1.618 98.02
1.000 96.75
0.618 95.97
HIGH 94.70
0.618 93.92
0.500 93.68
0.382 93.43
LOW 92.65
0.618 91.38
1.000 90.60
1.618 89.33
2.618 87.28
4.250 83.94
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 93.68 93.52
PP 93.56 93.46
S1 93.45 93.40

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

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