NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 23-Aug-2012

Day Change Summary
	Previous	Current
	22-Aug-2012	23-Aug-2012	Change	Change %	Previous Week
Open	98.16	99.62	1.46	1.5%	95.46
High	98.98	99.62	0.64	0.6%	97.98
Low	98.06	97.55	-0.51	-0.5%	94.24
Close	98.74	97.91	-0.83	-0.8%	97.75
Range	0.92	2.07	1.15	125.0%	3.74
ATR	1.58	1.61	0.04	2.2%	0.00
Volume	13,981	17,083	3,102	22.2%	62,014

Daily Pivots for day following 23-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.57	103.31	99.05
R3	102.50	101.24	98.48
R2	100.43	100.43	98.29
R1	99.17	99.17	98.10	98.77
PP	98.36	98.36	98.36	98.16
S1	97.10	97.10	97.72	96.70
S2	96.29	96.29	97.53
S3	94.22	95.03	97.34
S4	92.15	92.96	96.77

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.88	106.55	99.81
R3	104.14	102.81	98.78
R2	100.40	100.40	98.44
R1	99.07	99.07	98.09	99.74
PP	96.66	96.66	96.66	96.99
S1	95.33	95.33	97.41	96.00
S2	92.92	92.92	97.06
S3	89.18	91.59	96.72
S4	85.44	87.85	95.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.62	96.86	2.76	2.8%	1.22	1.2%	38%	True	False	13,459
10	99.62	93.96	5.66	5.8%	1.31	1.3%	70%	True	False	12,227
20	99.62	89.39	10.23	10.4%	1.46	1.5%	83%	True	False	11,442
40	99.62	80.62	19.00	19.4%	1.78	1.8%	91%	True	False	8,924

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	0.20
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	108.42
2.618	105.04
1.618	102.97
1.000	101.69
0.618	100.90
HIGH	99.62
0.618	98.83
0.500	98.59
0.382	98.34
LOW	97.55
0.618	96.27
1.000	95.48
1.618	94.20
2.618	92.13
4.250	88.75

Fisher Pivots for day following 23-Aug-2012
Pivot	1 day	3 day
R1	98.59	98.59
PP	98.36	98.36
S1	98.14	98.14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols