NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	98.00	97.95	-0.05	-0.1%	95.15
High	98.00	99.00	1.00	1.0%	97.73
Low	97.34	97.93	0.59	0.6%	95.05
Close	97.81	98.46	0.65	0.7%	97.73
Range	0.66	1.07	0.41	62.1%	2.68
ATR	1.27	1.26	-0.01	-0.4%	0.00
Volume	4,424	2,934	-1,490	-33.7%	24,684

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.67	101.14	99.05
R3	100.60	100.07	98.75
R2	99.53	99.53	98.66
R1	99.00	99.00	98.56	99.27
PP	98.46	98.46	98.46	98.60
S1	97.93	97.93	98.36	98.20
S2	97.39	97.39	98.26
S3	96.32	96.86	98.17
S4	95.25	95.79	97.87

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.88	103.98	99.20
R3	102.20	101.30	98.47
R2	99.52	99.52	98.22
R1	98.62	98.62	97.98	99.07
PP	96.84	96.84	96.84	97.06
S1	95.94	95.94	97.48	96.39
S2	94.16	94.16	97.24
S3	91.48	93.26	96.99
S4	88.80	90.58	96.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.00	95.45	3.55	3.6%	0.76	0.8%	85%	True	False	3,665
10	99.00	94.05	4.95	5.0%	0.83	0.8%	89%	True	False	4,609
20	99.00	89.34	9.66	9.8%	1.15	1.2%	94%	True	False	4,288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	103.55
2.618	101.80
1.618	100.73
1.000	100.07
0.618	99.66
HIGH	99.00
0.618	98.59
0.500	98.47
0.382	98.34
LOW	97.93
0.618	97.27
1.000	96.86
1.618	96.20
2.618	95.13
4.250	93.38

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	98.47	98.36
PP	98.46	98.27
S1	98.46	98.17

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