NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 90.70 88.95 -1.75 -1.9% 92.07
High 91.40 90.51 -0.89 -1.0% 92.53
Low 88.50 88.60 0.10 0.1% 87.84
Close 89.20 89.99 0.79 0.9% 91.23
Range 2.90 1.91 -0.99 -34.1% 4.69
ATR 2.39 2.36 -0.03 -1.4% 0.00
Volume 25,494 43,943 18,449 72.4% 186,557
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 95.43 94.62 91.04
R3 93.52 92.71 90.52
R2 91.61 91.61 90.34
R1 90.80 90.80 90.17 91.21
PP 89.70 89.70 89.70 89.90
S1 88.89 88.89 89.81 89.30
S2 87.79 87.79 89.64
S3 85.88 86.98 89.46
S4 83.97 85.07 88.94
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 104.60 102.61 93.81
R3 99.91 97.92 92.52
R2 95.22 95.22 92.09
R1 93.23 93.23 91.66 91.88
PP 90.53 90.53 90.53 89.86
S1 88.54 88.54 90.80 87.19
S2 85.84 85.84 90.37
S3 81.15 83.85 89.94
S4 76.46 79.16 88.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.92 88.50 3.42 3.8% 2.00 2.2% 44% False False 35,211
10 94.08 87.84 6.24 6.9% 2.23 2.5% 34% False False 42,616
20 94.08 85.43 8.65 9.6% 2.16 2.4% 53% False False 43,638
40 94.08 79.12 14.96 16.6% 2.55 2.8% 73% False False 45,846
60 99.41 79.12 20.29 22.5% 2.41 2.7% 54% False False 45,444
80 107.29 79.12 28.17 31.3% 2.24 2.5% 39% False False 45,828
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.63
2.618 95.51
1.618 93.60
1.000 92.42
0.618 91.69
HIGH 90.51
0.618 89.78
0.500 89.56
0.382 89.33
LOW 88.60
0.618 87.42
1.000 86.69
1.618 85.51
2.618 83.60
4.250 80.48
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 89.85 90.21
PP 89.70 90.14
S1 89.56 90.06

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

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