NYMEX Light Sweet Crude Oil Future January 2013


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 91.39 89.16 -2.23 -2.4% 92.68
High 91.75 90.92 -0.83 -0.9% 92.68
Low 89.00 89.16 0.16 0.2% 88.25
Close 89.67 90.47 0.80 0.9% 91.65
Range 2.75 1.76 -0.99 -36.0% 4.43
ATR 2.15 2.13 -0.03 -1.3% 0.00
Volume 6,596 13,658 7,062 107.1% 46,969
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 95.46 94.73 91.44
R3 93.70 92.97 90.95
R2 91.94 91.94 90.79
R1 91.21 91.21 90.63 91.58
PP 90.18 90.18 90.18 90.37
S1 89.45 89.45 90.31 89.82
S2 88.42 88.42 90.15
S3 86.66 87.69 89.99
S4 84.90 85.93 89.50
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 104.15 102.33 94.09
R3 99.72 97.90 92.87
R2 95.29 95.29 92.46
R1 93.47 93.47 92.06 92.17
PP 90.86 90.86 90.86 90.21
S1 89.04 89.04 91.24 87.74
S2 86.43 86.43 90.84
S3 82.00 84.61 90.43
S4 77.57 80.18 89.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.80 89.00 2.80 3.1% 1.68 1.9% 53% False False 9,308
10 94.33 88.25 6.08 6.7% 1.91 2.1% 37% False False 10,814
20 94.33 85.97 8.36 9.2% 1.90 2.1% 54% False False 10,500
40 94.33 79.69 14.64 16.2% 2.23 2.5% 74% False False 9,881
60 99.13 79.69 19.44 21.5% 2.06 2.3% 55% False False 8,352
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.40
2.618 95.53
1.618 93.77
1.000 92.68
0.618 92.01
HIGH 90.92
0.618 90.25
0.500 90.04
0.382 89.83
LOW 89.16
0.618 88.07
1.000 87.40
1.618 86.31
2.618 84.55
4.250 81.68
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 90.33 90.45
PP 90.18 90.42
S1 90.04 90.40

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

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