NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 103.03 100.26 -2.77 -2.7% 102.75
High 103.53 100.26 -3.27 -3.2% 103.95
Low 100.00 99.37 -0.63 -0.6% 99.37
Close 100.11 99.82 -0.29 -0.3% 99.82
Range 3.53 0.89 -2.64 -74.8% 4.58
ATR 1.81 1.74 -0.07 -3.6% 0.00
Volume 5,896 7,330 1,434 24.3% 34,700
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 102.49 102.04 100.31
R3 101.60 101.15 100.06
R2 100.71 100.71 99.98
R1 100.26 100.26 99.90 100.04
PP 99.82 99.82 99.82 99.71
S1 99.37 99.37 99.74 99.15
S2 98.93 98.93 99.66
S3 98.04 98.48 99.58
S4 97.15 97.59 99.33
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 114.79 111.88 102.34
R3 110.21 107.30 101.08
R2 105.63 105.63 100.66
R1 102.72 102.72 100.24 101.89
PP 101.05 101.05 101.05 100.63
S1 98.14 98.14 99.40 97.31
S2 96.47 96.47 98.98
S3 91.89 93.56 98.56
S4 87.31 88.98 97.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.95 99.37 4.58 4.6% 1.65 1.7% 10% False True 6,940
10 103.95 99.15 4.80 4.8% 1.65 1.6% 14% False False 7,223
20 103.95 93.40 10.55 10.6% 1.43 1.4% 61% False False 5,080
40 103.95 93.40 10.55 10.6% 1.58 1.6% 61% False False 4,987
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.04
2.618 102.59
1.618 101.70
1.000 101.15
0.618 100.81
HIGH 100.26
0.618 99.92
0.500 99.82
0.382 99.71
LOW 99.37
0.618 98.82
1.000 98.48
1.618 97.93
2.618 97.04
4.250 95.59
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 99.82 101.45
PP 99.82 100.91
S1 99.82 100.36

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

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