NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 97.44 96.67 -0.77 -0.8% 97.97
High 97.84 97.09 -0.75 -0.8% 99.62
Low 96.38 95.83 -0.55 -0.6% 97.02
Close 97.07 96.40 -0.67 -0.7% 97.63
Range 1.46 1.26 -0.20 -13.7% 2.60
ATR 1.62 1.59 -0.03 -1.6% 0.00
Volume 8,764 14,484 5,720 65.3% 71,864
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.22 99.57 97.09
R3 98.96 98.31 96.75
R2 97.70 97.70 96.63
R1 97.05 97.05 96.52 96.75
PP 96.44 96.44 96.44 96.29
S1 95.79 95.79 96.28 95.49
S2 95.18 95.18 96.17
S3 93.92 94.53 96.05
S4 92.66 93.27 95.71
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 98.98 95.83 3.15 3.3% 1.58 1.6% 18% False True 13,410
10 99.62 95.83 3.79 3.9% 1.40 1.5% 15% False True 13,435
20 99.62 90.12 9.50 9.9% 1.49 1.5% 66% False False 12,698
40 99.62 86.75 12.87 13.4% 1.55 1.6% 75% False False 9,537
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.45
2.618 100.39
1.618 99.13
1.000 98.35
0.618 97.87
HIGH 97.09
0.618 96.61
0.500 96.46
0.382 96.31
LOW 95.83
0.618 95.05
1.000 94.57
1.618 93.79
2.618 92.53
4.250 90.48
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 96.46 96.86
PP 96.44 96.71
S1 96.42 96.55

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

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