NYMEX Light Sweet Crude Oil Future January 2013


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 89.16 90.39 1.23 1.4% 92.68
High 90.92 91.02 0.10 0.1% 92.68
Low 89.16 88.60 -0.56 -0.6% 88.25
Close 90.47 88.77 -1.70 -1.9% 91.65
Range 1.76 2.42 0.66 37.5% 4.43
ATR 2.13 2.15 0.02 1.0% 0.00
Volume 13,658 18,601 4,943 36.2% 46,969
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 96.72 95.17 90.10
R3 94.30 92.75 89.44
R2 91.88 91.88 89.21
R1 90.33 90.33 88.99 89.90
PP 89.46 89.46 89.46 89.25
S1 87.91 87.91 88.55 87.48
S2 87.04 87.04 88.33
S3 84.62 85.49 88.10
S4 82.20 83.07 87.44
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 88.60 3.20 3.6% 1.73 1.9% 5% False True 11,271
10 93.72 88.25 5.47 6.2% 1.94 2.2% 10% False False 11,651
20 94.33 85.97 8.36 9.4% 1.92 2.2% 33% False False 10,768
40 94.33 79.69 14.64 16.5% 2.24 2.5% 62% False False 10,199
60 99.04 79.69 19.35 21.8% 2.07 2.3% 47% False False 8,577
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.31
2.618 97.36
1.618 94.94
1.000 93.44
0.618 92.52
HIGH 91.02
0.618 90.10
0.500 89.81
0.382 89.52
LOW 88.60
0.618 87.10
1.000 86.18
1.618 84.68
2.618 82.26
4.250 78.32
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 89.81 90.18
PP 89.46 89.71
S1 89.12 89.24

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

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