NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 96.49 97.73 1.24 1.3% 98.10
High 98.11 98.61 0.50 0.5% 98.71
Low 96.49 96.60 0.11 0.1% 95.50
Close 97.86 96.83 -1.03 -1.1% 97.86
Range 1.62 2.01 0.39 24.1% 3.21
ATR 1.68 1.71 0.02 1.4% 0.00
Volume 11,399 11,941 542 4.8% 44,958
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 103.38 102.11 97.94
R3 101.37 100.10 97.38
R2 99.36 99.36 97.20
R1 98.09 98.09 97.01 97.72
PP 97.35 97.35 97.35 97.16
S1 96.08 96.08 96.65 95.71
S2 95.34 95.34 96.46
S3 93.33 94.07 96.28
S4 91.32 92.06 95.72
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 106.99 105.63 99.63
R3 103.78 102.42 98.74
R2 100.57 100.57 98.45
R1 99.21 99.21 98.15 98.29
PP 97.36 97.36 97.36 96.89
S1 96.00 96.00 97.57 95.08
S2 94.15 94.15 97.27
S3 90.94 92.79 96.98
S4 87.73 89.58 96.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.61 95.50 3.11 3.2% 1.50 1.6% 43% True False 9,470
10 99.63 95.50 4.13 4.3% 1.64 1.7% 32% False False 10,387
20 99.63 93.49 6.14 6.3% 1.51 1.6% 54% False False 9,502
40 99.63 86.36 13.27 13.7% 1.64 1.7% 79% False False 8,122
60 99.63 80.09 19.54 20.2% 1.82 1.9% 86% False False 7,226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.15
2.618 103.87
1.618 101.86
1.000 100.62
0.618 99.85
HIGH 98.61
0.618 97.84
0.500 97.61
0.382 97.37
LOW 96.60
0.618 95.36
1.000 94.59
1.618 93.35
2.618 91.34
4.250 88.06
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 97.61 97.06
PP 97.35 96.98
S1 97.09 96.91

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

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