NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 101.38 101.42 0.04 0.0% 98.71
High 102.15 101.65 -0.50 -0.5% 102.15
Low 101.04 100.86 -0.18 -0.2% 98.71
Close 101.04 100.88 -0.16 -0.2% 100.88
Range 1.11 0.79 -0.32 -28.8% 3.44
ATR 1.74 1.67 -0.07 -3.9% 0.00
Volume 7,599 5,670 -1,929 -25.4% 33,403
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 103.50 102.98 101.31
R3 102.71 102.19 101.10
R2 101.92 101.92 101.02
R1 101.40 101.40 100.95 101.27
PP 101.13 101.13 101.13 101.06
S1 100.61 100.61 100.81 100.48
S2 100.34 100.34 100.74
S3 99.55 99.82 100.66
S4 98.76 99.03 100.45
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 110.90 109.33 102.77
R3 107.46 105.89 101.83
R2 104.02 104.02 101.51
R1 102.45 102.45 101.20 103.24
PP 100.58 100.58 100.58 100.97
S1 99.01 99.01 100.56 99.80
S2 97.14 97.14 100.25
S3 93.70 95.57 99.93
S4 90.26 92.13 98.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.15 98.71 3.44 3.4% 1.34 1.3% 63% False False 6,680
10 103.00 98.71 4.29 4.3% 1.29 1.3% 51% False False 7,201
20 103.95 98.71 5.24 5.2% 1.44 1.4% 41% False False 7,000
40 103.95 93.40 10.55 10.5% 1.50 1.5% 71% False False 5,384
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.01
2.618 103.72
1.618 102.93
1.000 102.44
0.618 102.14
HIGH 101.65
0.618 101.35
0.500 101.26
0.382 101.16
LOW 100.86
0.618 100.37
1.000 100.07
1.618 99.58
2.618 98.79
4.250 97.50
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 101.26 100.85
PP 101.13 100.81
S1 101.01 100.78

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

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