NYMEX Light Sweet Crude Oil Future February 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 97.90 97.57 -0.33 -0.3% 95.16
High 97.93 99.04 1.11 1.1% 97.83
Low 96.88 97.57 0.69 0.7% 93.98
Close 97.65 98.31 0.66 0.7% 97.62
Range 1.05 1.47 0.42 40.0% 3.85
ATR 1.71 1.69 -0.02 -1.0% 0.00
Volume 7,616 6,892 -724 -9.5% 46,132
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 102.72 101.98 99.12
R3 101.25 100.51 98.71
R2 99.78 99.78 98.58
R1 99.04 99.04 98.44 99.41
PP 98.31 98.31 98.31 98.49
S1 97.57 97.57 98.18 97.94
S2 96.84 96.84 98.04
S3 95.37 96.10 97.91
S4 93.90 94.63 97.50
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 108.03 106.67 99.74
R3 104.18 102.82 98.68
R2 100.33 100.33 98.33
R1 98.97 98.97 97.97 99.65
PP 96.48 96.48 96.48 96.82
S1 95.12 95.12 97.27 95.80
S2 92.63 92.63 96.91
S3 88.78 91.27 96.56
S4 84.93 87.42 95.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.04 94.77 4.27 4.3% 1.40 1.4% 83% True False 8,883
10 99.04 93.49 5.55 5.6% 1.34 1.4% 87% True False 8,676
20 99.04 88.66 10.38 10.6% 1.59 1.6% 93% True False 8,340
40 99.04 80.09 18.95 19.3% 1.86 1.9% 96% True False 6,989
60 99.04 80.09 18.95 19.3% 1.77 1.8% 96% True False 6,228
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.29
2.618 102.89
1.618 101.42
1.000 100.51
0.618 99.95
HIGH 99.04
0.618 98.48
0.500 98.31
0.382 98.13
LOW 97.57
0.618 96.66
1.000 96.10
1.618 95.19
2.618 93.72
4.250 91.32
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 98.31 98.18
PP 98.31 98.04
S1 98.31 97.91

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

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