NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 95.50 94.69 -0.81 -0.8% 92.90
High 95.75 95.20 -0.55 -0.6% 96.12
Low 94.91 93.49 -1.42 -1.5% 92.44
Close 95.22 94.74 -0.48 -0.5% 94.74
Range 0.84 1.71 0.87 103.6% 3.68
ATR 1.94 1.92 -0.01 -0.8% 0.00
Volume 9,803 6,811 -2,992 -30.5% 44,877
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 99.61 98.88 95.68
R3 97.90 97.17 95.21
R2 96.19 96.19 95.05
R1 95.46 95.46 94.90 95.83
PP 94.48 94.48 94.48 94.66
S1 93.75 93.75 94.58 94.12
S2 92.77 92.77 94.43
S3 91.06 92.04 94.27
S4 89.35 90.33 93.80
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.47 103.79 96.76
R3 101.79 100.11 95.75
R2 98.11 98.11 95.41
R1 96.43 96.43 95.08 97.27
PP 94.43 94.43 94.43 94.86
S1 92.75 92.75 94.40 93.59
S2 90.75 90.75 94.07
S3 87.07 89.07 93.73
S4 83.39 85.39 92.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.12 92.44 3.68 3.9% 1.45 1.5% 63% False False 8,975
10 96.12 89.15 6.97 7.4% 1.74 1.8% 80% False False 8,694
20 96.12 88.66 7.46 7.9% 1.73 1.8% 82% False False 7,427
40 96.12 80.09 16.03 16.9% 1.96 2.1% 91% False False 6,443
60 96.12 80.09 16.03 16.9% 1.69 1.8% 91% False False 5,550
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.47
2.618 99.68
1.618 97.97
1.000 96.91
0.618 96.26
HIGH 95.20
0.618 94.55
0.500 94.35
0.382 94.14
LOW 93.49
0.618 92.43
1.000 91.78
1.618 90.72
2.618 89.01
4.250 86.22
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 94.61 94.81
PP 94.48 94.78
S1 94.35 94.76

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

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