NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 95.70 96.80 1.10 1.1% 93.11
High 96.48 97.60 1.12 1.2% 96.37
Low 95.45 96.80 1.35 1.4% 93.10
Close 96.44 97.49 1.05 1.1% 95.14
Range 1.03 0.80 -0.23 -22.3% 3.27
ATR 1.42 1.40 -0.02 -1.3% 0.00
Volume 2,994 3,774 780 26.1% 27,132
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 99.70 99.39 97.93
R3 98.90 98.59 97.71
R2 98.10 98.10 97.64
R1 97.79 97.79 97.56 97.95
PP 97.30 97.30 97.30 97.37
S1 96.99 96.99 97.42 97.15
S2 96.50 96.50 97.34
S3 95.70 96.19 97.27
S4 94.90 95.39 97.05
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.68 103.18 96.94
R3 101.41 99.91 96.04
R2 98.14 98.14 95.74
R1 96.64 96.64 95.44 97.39
PP 94.87 94.87 94.87 95.25
S1 93.37 93.37 94.84 94.12
S2 91.60 91.60 94.54
S3 88.33 90.10 94.24
S4 85.06 86.83 93.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.60 94.05 3.55 3.6% 0.79 0.8% 97% True False 4,667
10 97.60 91.49 6.11 6.3% 1.08 1.1% 98% True False 5,336
20 97.60 89.34 8.26 8.5% 1.11 1.1% 99% True False 4,314
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.00
2.618 99.69
1.618 98.89
1.000 98.40
0.618 98.09
HIGH 97.60
0.618 97.29
0.500 97.20
0.382 97.11
LOW 96.80
0.618 96.31
1.000 96.00
1.618 95.51
2.618 94.71
4.250 93.40
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 97.39 97.10
PP 97.30 96.71
S1 97.20 96.33

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

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