NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	98.25	97.47	-0.78	-0.8%	97.97
High	98.98	97.89	-1.09	-1.1%	99.62
Low	96.18	97.07	0.89	0.9%	97.02
Close	97.07	97.82	0.75	0.8%	97.63
Range	2.80	0.82	-1.98	-70.7%	2.60
ATR	1.69	1.63	-0.06	-3.7%	0.00
Volume	12,356	11,545	-811	-6.6%	71,864

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.05	99.76	98.27
R3	99.23	98.94	98.05
R2	98.41	98.41	97.97
R1	98.12	98.12	97.90	98.27
PP	97.59	97.59	97.59	97.67
S1	97.30	97.30	97.74	97.45
S2	96.77	96.77	97.67
S3	95.95	96.48	97.59
S4	95.13	95.66	97.37

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%	1.63	1.7%	48%	False	False	14,973
10	99.62	95.07	4.55	4.7%	1.43	1.5%	60%	False	False	13,364
20	99.62	89.39	10.23	10.5%	1.52	1.6%	82%	False	False	12,679
40	99.62	86.75	12.87	13.2%	1.61	1.6%	86%	False	False	9,434

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	101.38
2.618	100.04
1.618	99.22
1.000	98.71
0.618	98.40
HIGH	97.89
0.618	97.58
0.500	97.48
0.382	97.38
LOW	97.07
0.618	96.56
1.000	96.25
1.618	95.74
2.618	94.92
4.250	93.59

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	97.71	97.74
PP	97.59	97.66
S1	97.48	97.58

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