NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 96.06 95.77 -0.29 -0.3% 97.86
High 96.65 97.79 1.14 1.2% 98.64
Low 95.13 95.69 0.56 0.6% 95.13
Close 95.76 97.49 1.73 1.8% 97.49
Range 1.52 2.10 0.58 38.2% 3.51
ATR 1.82 1.84 0.02 1.1% 0.00
Volume 15,338 19,126 3,788 24.7% 77,386
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 103.29 102.49 98.65
R3 101.19 100.39 98.07
R2 99.09 99.09 97.88
R1 98.29 98.29 97.68 98.69
PP 96.99 96.99 96.99 97.19
S1 96.19 96.19 97.30 96.59
S2 94.89 94.89 97.11
S3 92.79 94.09 96.91
S4 90.69 91.99 96.34
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.62 106.06 99.42
R3 104.11 102.55 98.46
R2 100.60 100.60 98.13
R1 99.04 99.04 97.81 98.07
PP 97.09 97.09 97.09 96.60
S1 95.53 95.53 97.17 94.56
S2 93.58 93.58 96.85
S3 90.07 92.02 96.52
S4 86.56 88.51 95.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.64 95.13 3.51 3.6% 1.90 1.9% 67% False False 15,477
10 99.38 95.13 4.25 4.4% 1.75 1.8% 56% False False 15,651
20 99.38 92.19 7.19 7.4% 1.66 1.7% 74% False False 16,682
40 99.38 85.97 13.41 13.8% 1.83 1.9% 86% False False 13,901
60 99.38 79.69 19.69 20.2% 2.06 2.1% 90% False False 12,430
80 99.38 79.69 19.69 20.2% 1.99 2.0% 90% False False 10,719
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.72
2.618 103.29
1.618 101.19
1.000 99.89
0.618 99.09
HIGH 97.79
0.618 96.99
0.500 96.74
0.382 96.49
LOW 95.69
0.618 94.39
1.000 93.59
1.618 92.29
2.618 90.19
4.250 86.77
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 97.24 97.15
PP 96.99 96.80
S1 96.74 96.46

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

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