NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 97.64 97.15 -0.49 -0.5% 94.55
High 97.68 98.85 1.17 1.2% 97.57
Low 96.45 97.15 0.70 0.7% 93.57
Close 97.34 97.99 0.65 0.7% 97.33
Range 1.23 1.70 0.47 38.2% 4.00
ATR 1.87 1.86 -0.01 -0.6% 0.00
Volume 11,371 12,699 1,328 11.7% 93,031
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 103.10 102.24 98.93
R3 101.40 100.54 98.46
R2 99.70 99.70 98.30
R1 98.84 98.84 98.15 99.27
PP 98.00 98.00 98.00 98.21
S1 97.14 97.14 97.83 97.57
S2 96.30 96.30 97.68
S3 94.60 95.44 97.52
S4 92.90 93.74 97.06
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 108.16 106.74 99.53
R3 104.16 102.74 98.43
R2 100.16 100.16 98.06
R1 98.74 98.74 97.70 99.45
PP 96.16 96.16 96.16 96.51
S1 94.74 94.74 96.96 95.45
S2 92.16 92.16 96.60
S3 88.16 90.74 96.23
S4 84.16 86.74 95.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.85 94.39 4.46 4.6% 1.53 1.6% 81% True False 16,131
10 98.85 93.13 5.72 5.8% 1.49 1.5% 85% True False 17,467
20 98.85 88.25 10.60 10.8% 1.78 1.8% 92% True False 14,668
40 98.85 79.69 19.16 19.6% 2.04 2.1% 96% True False 12,693
60 98.85 79.69 19.16 19.6% 2.13 2.2% 96% True False 11,158
80 107.14 79.69 27.45 28.0% 2.01 2.0% 67% False False 9,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.08
2.618 103.30
1.618 101.60
1.000 100.55
0.618 99.90
HIGH 98.85
0.618 98.20
0.500 98.00
0.382 97.80
LOW 97.15
0.618 96.10
1.000 95.45
1.618 94.40
2.618 92.70
4.250 89.93
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 98.00 97.87
PP 98.00 97.75
S1 97.99 97.63

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

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