NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 89.76 88.41 -1.35 -1.5% 91.22
High 90.67 92.64 1.97 2.2% 92.64
Low 88.05 88.38 0.33 0.4% 88.05
Close 88.26 92.33 4.07 4.6% 92.33
Range 2.62 4.26 1.64 62.6% 4.59
ATR 2.38 2.52 0.14 6.0% 0.00
Volume 50,435 61,789 11,354 22.5% 224,776
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 103.90 102.37 94.67
R3 99.64 98.11 93.50
R2 95.38 95.38 93.11
R1 93.85 93.85 92.72 94.62
PP 91.12 91.12 91.12 91.50
S1 89.59 89.59 91.94 90.36
S2 86.86 86.86 91.55
S3 82.60 85.33 91.16
S4 78.34 81.07 89.99
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.78 103.14 94.85
R3 100.19 98.55 93.59
R2 95.60 95.60 93.17
R1 93.96 93.96 92.75 94.78
PP 91.01 91.01 91.01 91.42
S1 89.37 89.37 91.91 90.19
S2 86.42 86.42 91.49
S3 81.83 84.78 91.07
S4 77.24 80.19 89.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.64 88.05 4.59 5.0% 2.62 2.8% 93% True False 44,955
10 92.64 87.84 4.80 5.2% 2.47 2.7% 94% True False 41,133
20 94.08 85.43 8.65 9.4% 2.25 2.4% 80% False False 43,527
40 94.08 79.12 14.96 16.2% 2.58 2.8% 88% False False 45,828
60 99.00 79.12 19.88 21.5% 2.45 2.7% 66% False False 45,568
80 107.29 79.12 28.17 30.5% 2.28 2.5% 47% False False 46,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 110.75
2.618 103.79
1.618 99.53
1.000 96.90
0.618 95.27
HIGH 92.64
0.618 91.01
0.500 90.51
0.382 90.01
LOW 88.38
0.618 85.75
1.000 84.12
1.618 81.49
2.618 77.23
4.250 70.28
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 91.72 91.67
PP 91.12 91.01
S1 90.51 90.35

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

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