NYMEX Light Sweet Crude Oil Future December 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 88.95 89.76 0.81 0.9% 92.07
High 90.51 90.67 0.16 0.2% 92.53
Low 88.60 88.05 -0.55 -0.6% 87.84
Close 89.99 88.26 -1.73 -1.9% 91.23
Range 1.91 2.62 0.71 37.2% 4.69
ATR 2.36 2.38 0.02 0.8% 0.00
Volume 43,943 50,435 6,492 14.8% 186,557
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 96.85 95.18 89.70
R3 94.23 92.56 88.98
R2 91.61 91.61 88.74
R1 89.94 89.94 88.50 89.47
PP 88.99 88.99 88.99 88.76
S1 87.32 87.32 88.02 86.85
S2 86.37 86.37 87.78
S3 83.75 84.70 87.54
S4 81.13 82.08 86.82
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 88.05 3.87 4.4% 2.05 2.3% 5% False True 37,894
10 93.41 87.84 5.57 6.3% 2.21 2.5% 8% False False 42,528
20 94.08 85.43 8.65 9.8% 2.18 2.5% 33% False False 43,271
40 94.08 79.12 14.96 16.9% 2.56 2.9% 61% False False 45,831
60 99.00 79.12 19.88 22.5% 2.41 2.7% 46% False False 45,439
80 107.29 79.12 28.17 31.9% 2.25 2.5% 32% False False 46,158
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.81
2.618 97.53
1.618 94.91
1.000 93.29
0.618 92.29
HIGH 90.67
0.618 89.67
0.500 89.36
0.382 89.05
LOW 88.05
0.618 86.43
1.000 85.43
1.618 83.81
2.618 81.19
4.250 76.92
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 89.36 89.73
PP 88.99 89.24
S1 88.63 88.75

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

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