NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 97.84 98.47 0.63 0.6% 94.55
High 98.55 99.38 0.83 0.8% 97.57
Low 97.42 96.95 -0.47 -0.5% 93.57
Close 98.30 97.42 -0.88 -0.9% 97.33
Range 1.13 2.43 1.30 115.0% 4.00
ATR 1.80 1.85 0.04 2.5% 0.00
Volume 22,897 18,085 -4,812 -21.0% 93,031
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.21 103.74 98.76
R3 102.78 101.31 98.09
R2 100.35 100.35 97.87
R1 98.88 98.88 97.64 98.40
PP 97.92 97.92 97.92 97.68
S1 96.45 96.45 97.20 95.97
S2 95.49 95.49 96.97
S3 93.06 94.02 96.75
S4 90.63 91.59 96.08
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 99.38 96.40 2.98 3.1% 1.53 1.6% 34% True False 16,520
10 99.38 93.13 6.25 6.4% 1.59 1.6% 69% True False 17,396
20 99.38 88.60 10.78 11.1% 1.73 1.8% 82% True False 15,742
40 99.38 79.69 19.69 20.2% 2.06 2.1% 90% True False 13,199
60 99.38 79.69 19.69 20.2% 2.12 2.2% 90% True False 11,714
80 106.82 79.69 27.13 27.8% 2.02 2.1% 65% False False 10,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 109.71
2.618 105.74
1.618 103.31
1.000 101.81
0.618 100.88
HIGH 99.38
0.618 98.45
0.500 98.17
0.382 97.88
LOW 96.95
0.618 95.45
1.000 94.52
1.618 93.02
2.618 90.59
4.250 86.62
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 98.17 98.17
PP 97.92 97.92
S1 97.67 97.67

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

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