NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 93.06 94.50 1.44 1.5% 92.02
High 94.20 96.08 1.88 2.0% 93.53
Low 92.83 94.42 1.59 1.7% 89.39
Close 94.17 95.65 1.48 1.6% 93.32
Range 1.37 1.66 0.29 21.2% 4.14
ATR 2.01 2.00 -0.01 -0.4% 0.00
Volume 12,559 12,244 -315 -2.5% 48,176
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.36 99.67 96.56
R3 98.70 98.01 96.11
R2 97.04 97.04 95.95
R1 96.35 96.35 95.80 96.70
PP 95.38 95.38 95.38 95.56
S1 94.69 94.69 95.50 95.04
S2 93.72 93.72 95.35
S3 92.06 93.03 95.19
S4 90.40 91.37 94.74
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.50 103.05 95.60
R3 100.36 98.91 94.46
R2 96.22 96.22 94.08
R1 94.77 94.77 93.70 95.50
PP 92.08 92.08 92.08 92.44
S1 90.63 90.63 92.94 91.36
S2 87.94 87.94 92.56
S3 83.80 86.49 92.18
S4 79.66 82.35 91.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.08 89.39 6.69 7.0% 1.95 2.0% 94% True False 11,880
10 96.08 88.85 7.23 7.6% 1.81 1.9% 94% True False 8,955
20 96.08 87.03 9.05 9.5% 1.65 1.7% 95% True False 7,475
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.14
2.618 100.43
1.618 98.77
1.000 97.74
0.618 97.11
HIGH 96.08
0.618 95.45
0.500 95.25
0.382 95.05
LOW 94.42
0.618 93.39
1.000 92.76
1.618 91.73
2.618 90.07
4.250 87.37
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 95.52 94.80
PP 95.38 93.95
S1 95.25 93.10

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

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