NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 97.50 96.40 -1.10 -1.1% 96.87
High 98.60 97.49 -1.11 -1.1% 98.60
Low 96.09 95.75 -0.34 -0.4% 95.63
Close 96.60 96.45 -0.15 -0.2% 96.45
Range 2.51 1.74 -0.77 -30.7% 2.97
ATR 2.01 1.99 -0.02 -1.0% 0.00
Volume 40,589 50,019 9,430 23.2% 199,436
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 101.78 100.86 97.41
R3 100.04 99.12 96.93
R2 98.30 98.30 96.77
R1 97.38 97.38 96.61 97.84
PP 96.56 96.56 96.56 96.80
S1 95.64 95.64 96.29 96.10
S2 94.82 94.82 96.13
S3 93.08 93.90 95.97
S4 91.34 92.16 95.49
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.80 104.10 98.08
R3 102.83 101.13 97.27
R2 99.86 99.86 96.99
R1 98.16 98.16 96.72 97.53
PP 96.89 96.89 96.89 96.58
S1 95.19 95.19 96.18 94.56
S2 93.92 93.92 95.91
S3 90.95 92.22 95.63
S4 87.98 89.25 94.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.60 95.63 2.97 3.1% 1.75 1.8% 28% False False 39,887
10 98.60 92.65 5.95 6.2% 1.71 1.8% 64% False False 42,955
20 98.60 87.58 11.02 11.4% 1.97 2.0% 80% False False 43,693
40 98.60 79.80 18.80 19.5% 2.25 2.3% 89% False False 34,207
60 98.60 78.83 19.77 20.5% 2.35 2.4% 89% False False 28,700
80 106.34 78.83 27.51 28.5% 2.25 2.3% 64% False False 23,834
100 107.15 78.83 28.32 29.4% 2.06 2.1% 62% False False 20,710
120 109.80 78.83 30.97 32.1% 1.96 2.0% 57% False False 18,380
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.89
2.618 102.05
1.618 100.31
1.000 99.23
0.618 98.57
HIGH 97.49
0.618 96.83
0.500 96.62
0.382 96.41
LOW 95.75
0.618 94.67
1.000 94.01
1.618 92.93
2.618 91.19
4.250 88.36
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 96.62 97.18
PP 96.56 96.93
S1 96.51 96.69

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

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