NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 95.18 95.40 0.22 0.2% 93.06
High 95.99 96.77 0.78 0.8% 96.49
Low 95.10 95.07 -0.03 0.0% 92.83
Close 95.56 96.34 0.78 0.8% 95.01
Range 0.89 1.70 0.81 91.0% 3.66
ATR 1.78 1.77 -0.01 -0.3% 0.00
Volume 13,340 10,082 -3,258 -24.4% 61,203
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 101.16 100.45 97.28
R3 99.46 98.75 96.81
R2 97.76 97.76 96.65
R1 97.05 97.05 96.50 97.41
PP 96.06 96.06 96.06 96.24
S1 95.35 95.35 96.18 95.71
S2 94.36 94.36 96.03
S3 92.66 93.65 95.87
S4 90.96 91.95 95.41
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.76 104.04 97.02
R3 102.10 100.38 96.02
R2 98.44 98.44 95.68
R1 96.72 96.72 95.35 97.58
PP 94.78 94.78 94.78 95.21
S1 93.06 93.06 94.67 93.92
S2 91.12 91.12 94.34
S3 87.46 89.40 94.00
S4 83.80 85.74 93.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.77 93.96 2.81 2.9% 1.30 1.3% 85% True False 11,335
10 96.77 89.39 7.38 7.7% 1.67 1.7% 94% True False 11,579
20 96.77 88.85 7.92 8.2% 1.60 1.7% 95% True False 9,553
40 96.77 80.62 16.15 16.8% 1.81 1.9% 97% True False 7,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 104.00
2.618 101.22
1.618 99.52
1.000 98.47
0.618 97.82
HIGH 96.77
0.618 96.12
0.500 95.92
0.382 95.72
LOW 95.07
0.618 94.02
1.000 93.37
1.618 92.32
2.618 90.62
4.250 87.85
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 96.20 96.06
PP 96.06 95.78
S1 95.92 95.51

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

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