NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 94.50 95.44 0.94 1.0% 92.02
High 96.08 96.49 0.41 0.4% 93.53
Low 94.42 94.96 0.54 0.6% 89.39
Close 95.65 95.49 -0.16 -0.2% 93.32
Range 1.66 1.53 -0.13 -7.8% 4.14
ATR 2.00 1.97 -0.03 -1.7% 0.00
Volume 12,244 13,939 1,695 13.8% 48,176
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.24 99.39 96.33
R3 98.71 97.86 95.91
R2 97.18 97.18 95.77
R1 96.33 96.33 95.63 96.76
PP 95.65 95.65 95.65 95.86
S1 94.80 94.80 95.35 95.23
S2 94.12 94.12 95.21
S3 92.59 93.27 95.07
S4 91.06 91.74 94.65
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 96.49 89.39 7.10 7.4% 2.04 2.1% 86% True False 11,822
10 96.49 89.39 7.10 7.4% 1.74 1.8% 86% True False 9,795
20 96.49 87.03 9.46 9.9% 1.65 1.7% 89% True False 7,951
40 96.49 80.62 15.87 16.6% 1.79 1.9% 94% True False 7,021
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.99
2.618 100.50
1.618 98.97
1.000 98.02
0.618 97.44
HIGH 96.49
0.618 95.91
0.500 95.73
0.382 95.54
LOW 94.96
0.618 94.01
1.000 93.43
1.618 92.48
2.618 90.95
4.250 88.46
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 95.73 95.21
PP 95.65 94.94
S1 95.57 94.66

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

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