NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 98.10 96.75 -1.35 -1.4% 97.90
High 98.71 97.75 -0.96 -1.0% 99.63
Low 95.89 96.70 0.81 0.8% 96.88
Close 96.91 97.67 0.76 0.8% 97.49
Range 2.82 1.05 -1.77 -62.8% 2.75
ATR 1.74 1.69 -0.05 -2.8% 0.00
Volume 9,547 6,661 -2,886 -30.2% 54,593
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.52 100.15 98.25
R3 99.47 99.10 97.96
R2 98.42 98.42 97.86
R1 98.05 98.05 97.77 98.24
PP 97.37 97.37 97.37 97.47
S1 97.00 97.00 97.57 97.19
S2 96.32 96.32 97.48
S3 95.27 95.95 97.38
S4 94.22 94.90 97.09
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 106.25 104.62 99.00
R3 103.50 101.87 98.25
R2 100.75 100.75 97.99
R1 99.12 99.12 97.74 98.56
PP 98.00 98.00 98.00 97.72
S1 96.37 96.37 97.24 95.81
S2 95.25 95.25 96.99
S3 92.50 93.62 96.73
S4 89.75 90.87 95.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.63 95.89 3.74 3.8% 1.69 1.7% 48% False False 11,258
10 99.63 94.77 4.86 5.0% 1.55 1.6% 60% False False 10,071
20 99.63 89.15 10.48 10.7% 1.58 1.6% 81% False False 9,515
40 99.63 86.36 13.27 13.6% 1.72 1.8% 85% False False 7,725
60 99.63 80.09 19.54 20.0% 1.81 1.9% 90% False False 6,880
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.21
2.618 100.50
1.618 99.45
1.000 98.80
0.618 98.40
HIGH 97.75
0.618 97.35
0.500 97.23
0.382 97.10
LOW 96.70
0.618 96.05
1.000 95.65
1.618 95.00
2.618 93.95
4.250 92.24
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 97.52 97.55
PP 97.37 97.42
S1 97.23 97.30

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

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