NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 90.25 91.60 1.35 1.5% 90.01
High 91.53 91.83 0.30 0.3% 92.40
Low 90.21 89.51 -0.70 -0.8% 89.34
Close 91.23 89.60 -1.63 -1.8% 92.26
Range 1.32 2.32 1.00 75.8% 3.06
ATR 0.00 1.58 1.58 0.00
Volume 5,989 3,241 -2,748 -45.9% 15,082
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 97.27 95.76 90.88
R3 94.95 93.44 90.24
R2 92.63 92.63 90.03
R1 91.12 91.12 89.81 90.72
PP 90.31 90.31 90.31 90.11
S1 88.80 88.80 89.39 88.40
S2 87.99 87.99 89.17
S3 85.67 86.48 88.96
S4 83.35 84.16 88.32
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 100.51 99.45 93.94
R3 97.45 96.39 93.10
R2 94.39 94.39 92.82
R1 93.33 93.33 92.54 93.86
PP 91.33 91.33 91.33 91.60
S1 90.27 90.27 91.98 90.80
S2 88.27 88.27 91.70
S3 85.21 87.21 91.42
S4 82.15 84.15 90.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.41 89.51 2.90 3.2% 1.46 1.6% 3% False True 3,139
10 93.52 89.34 4.18 4.7% 1.14 1.3% 6% False False 3,293
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 0.15
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 101.69
2.618 97.90
1.618 95.58
1.000 94.15
0.618 93.26
HIGH 91.83
0.618 90.94
0.500 90.67
0.382 90.40
LOW 89.51
0.618 88.08
1.000 87.19
1.618 85.76
2.618 83.44
4.250 79.65
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 90.67 90.88
PP 90.31 90.45
S1 89.96 90.03

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

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