NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 91.55 92.26 0.71 0.8% 92.63
High 92.09 92.34 0.25 0.3% 92.63
Low 91.30 91.35 0.05 0.1% 88.66
Close 91.96 91.67 -0.29 -0.3% 91.96
Range 0.79 0.99 0.20 25.3% 3.97
ATR 2.07 1.99 -0.08 -3.7% 0.00
Volume 4,074 8,025 3,951 97.0% 29,490
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.76 94.20 92.21
R3 93.77 93.21 91.94
R2 92.78 92.78 91.85
R1 92.22 92.22 91.76 92.01
PP 91.79 91.79 91.79 91.68
S1 91.23 91.23 91.58 91.02
S2 90.80 90.80 91.49
S3 89.81 90.24 91.40
S4 88.82 89.25 91.13
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 102.99 101.45 94.14
R3 99.02 97.48 93.05
R2 95.05 95.05 92.69
R1 93.51 93.51 92.32 92.30
PP 91.08 91.08 91.08 90.48
S1 89.54 89.54 91.60 88.33
S2 87.11 87.11 91.23
S3 83.14 85.57 90.87
S4 79.17 81.60 89.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.34 88.66 3.68 4.0% 1.46 1.6% 82% True False 6,385
10 94.54 88.66 5.88 6.4% 1.66 1.8% 51% False False 6,518
20 94.54 84.64 9.90 10.8% 1.85 2.0% 71% False False 6,043
40 94.54 80.09 14.45 15.8% 1.90 2.1% 80% False False 5,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.55
2.618 94.93
1.618 93.94
1.000 93.33
0.618 92.95
HIGH 92.34
0.618 91.96
0.500 91.85
0.382 91.73
LOW 91.35
0.618 90.74
1.000 90.36
1.618 89.75
2.618 88.76
4.250 87.14
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 91.85 91.53
PP 91.79 91.39
S1 91.73 91.26

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

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