NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	97.43	98.25	0.82	0.8%	97.97
High	98.66	98.98	0.32	0.3%	99.62
Low	97.11	96.18	-0.93	-1.0%	97.02
Close	97.63	97.07	-0.56	-0.6%	97.63
Range	1.55	2.80	1.25	80.6%	2.60
ATR	1.61	1.69	0.09	5.3%	0.00
Volume	19,904	12,356	-7,548	-37.9%	71,864

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.81	104.24	98.61
R3	103.01	101.44	97.84
R2	100.21	100.21	97.58
R1	98.64	98.64	97.33	98.03
PP	97.41	97.41	97.41	97.10
S1	95.84	95.84	96.81	95.23
S2	94.61	94.61	96.56
S3	91.81	93.04	96.30
S4	89.01	90.24	95.53

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.89	104.36	99.06
R3	103.29	101.76	98.35
R2	100.69	100.69	98.11
R1	99.16	99.16	97.87	98.63
PP	98.09	98.09	98.09	97.82
S1	96.56	96.56	97.39	96.03
S2	95.49	95.49	97.15
S3	92.89	93.96	96.92
S4	90.29	91.36	96.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.62	96.18	3.44	3.5%	1.68	1.7%	26%	False	True	14,361
10	99.62	95.07	4.55	4.7%	1.44	1.5%	44%	False	False	13,543
20	99.62	89.39	10.23	10.5%	1.60	1.6%	75%	False	False	12,310
40	99.62	84.97	14.65	15.1%	1.66	1.7%	83%	False	False	9,414

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	0.23
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	110.88
2.618	106.31
1.618	103.51
1.000	101.78
0.618	100.71
HIGH	98.98
0.618	97.91
0.500	97.58
0.382	97.25
LOW	96.18
0.618	94.45
1.000	93.38
1.618	91.65
2.618	88.85
4.250	84.28

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	97.58	97.90
PP	97.41	97.62
S1	97.24	97.35

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