NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 102.49 103.43 0.94 0.9% 99.40
High 103.61 104.11 0.50 0.5% 102.29
Low 102.43 103.17 0.74 0.7% 98.30
Close 102.68 103.60 0.92 0.9% 100.89
Range 1.18 0.94 -0.24 -20.3% 3.99
ATR 1.92 1.89 -0.04 -1.8% 0.00
Volume 19,924 34,110 14,186 71.2% 153,532
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 106.45 105.96 104.12
R3 105.51 105.02 103.86
R2 104.57 104.57 103.77
R1 104.08 104.08 103.69 104.33
PP 103.63 103.63 103.63 103.75
S1 103.14 103.14 103.51 103.39
S2 102.69 102.69 103.43
S3 101.75 102.20 103.34
S4 100.81 101.26 103.08
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 112.46 110.67 103.08
R3 108.47 106.68 101.99
R2 104.48 104.48 101.62
R1 102.69 102.69 101.26 103.59
PP 100.49 100.49 100.49 100.94
S1 98.70 98.70 100.52 99.60
S2 96.50 96.50 100.16
S3 92.51 94.71 99.79
S4 88.52 90.72 98.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.11 99.70 4.41 4.3% 1.33 1.3% 88% True False 26,912
10 104.11 97.05 7.06 6.8% 1.62 1.6% 93% True False 27,811
20 104.11 97.05 7.06 6.8% 1.82 1.8% 93% True False 19,623
40 104.11 93.50 10.61 10.2% 1.80 1.7% 95% True False 13,830
60 104.11 93.45 10.66 10.3% 1.83 1.8% 95% True False 11,517
80 104.11 86.96 17.15 16.6% 1.87 1.8% 97% True False 10,231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 108.11
2.618 106.57
1.618 105.63
1.000 105.05
0.618 104.69
HIGH 104.11
0.618 103.75
0.500 103.64
0.382 103.53
LOW 103.17
0.618 102.59
1.000 102.23
1.618 101.65
2.618 100.71
4.250 99.18
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 103.64 103.35
PP 103.63 103.10
S1 103.61 102.85

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

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