NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 94.45 94.36 -0.09 -0.1% 91.22
High 95.61 95.15 -0.46 -0.5% 92.64
Low 93.87 94.07 0.20 0.2% 88.05
Close 94.39 94.35 -0.04 0.0% 92.33
Range 1.74 1.08 -0.66 -37.9% 4.59
ATR 2.41 2.32 -0.10 -3.9% 0.00
Volume 69,182 59,197 -9,985 -14.4% 224,776
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 97.76 97.14 94.94
R3 96.68 96.06 94.65
R2 95.60 95.60 94.55
R1 94.98 94.98 94.45 94.75
PP 94.52 94.52 94.52 94.41
S1 93.90 93.90 94.25 93.67
S2 93.44 93.44 94.15
S3 92.36 92.82 94.05
S4 91.28 91.74 93.76
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 95.61 88.38 7.23 7.7% 2.26 2.4% 83% False False 58,900
10 95.61 88.05 7.56 8.0% 2.15 2.3% 83% False False 48,397
20 95.61 87.39 8.22 8.7% 2.16 2.3% 85% False False 47,107
40 95.61 79.12 16.49 17.5% 2.45 2.6% 92% False False 46,478
60 95.71 79.12 16.59 17.6% 2.45 2.6% 92% False False 46,856
80 107.29 79.12 28.17 29.9% 2.29 2.4% 54% False False 47,021
100 110.02 79.12 30.90 32.8% 2.21 2.3% 49% False False 45,638
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 99.74
2.618 97.98
1.618 96.90
1.000 96.23
0.618 95.82
HIGH 95.15
0.618 94.74
0.500 94.61
0.382 94.48
LOW 94.07
0.618 93.40
1.000 92.99
1.618 92.32
2.618 91.24
4.250 89.48
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 94.61 94.30
PP 94.52 94.24
S1 94.44 94.19

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

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