NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 99.27 98.76 -0.51 -0.5% 100.31
High 99.27 99.82 0.55 0.6% 102.37
Low 97.37 98.73 1.36 1.4% 97.37
Close 98.16 99.79 1.63 1.7% 99.79
Range 1.90 1.09 -0.81 -42.6% 5.00
ATR 1.73 1.72 0.00 -0.3% 0.00
Volume 15,479 13,648 -1,831 -11.8% 48,529
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 102.72 102.34 100.39
R3 101.63 101.25 100.09
R2 100.54 100.54 99.99
R1 100.16 100.16 99.89 100.35
PP 99.45 99.45 99.45 99.54
S1 99.07 99.07 99.69 99.26
S2 98.36 98.36 99.59
S3 97.27 97.98 99.49
S4 96.18 96.89 99.19
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 114.84 112.32 102.54
R3 109.84 107.32 101.17
R2 104.84 104.84 100.71
R1 102.32 102.32 100.25 101.08
PP 99.84 99.84 99.84 99.23
S1 97.32 97.32 99.33 96.08
S2 94.84 94.84 98.87
S3 89.84 92.32 98.42
S4 84.84 87.32 97.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.37 97.37 5.00 5.0% 1.72 1.7% 48% False False 9,705
10 102.37 97.37 5.00 5.0% 1.53 1.5% 48% False False 8,193
20 103.95 97.37 6.58 6.6% 1.52 1.5% 37% False False 7,831
40 103.95 93.40 10.55 10.6% 1.56 1.6% 61% False False 5,982
Crabel Price Patterns
NR True
NR4 True
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.45
2.618 102.67
1.618 101.58
1.000 100.91
0.618 100.49
HIGH 99.82
0.618 99.40
0.500 99.28
0.382 99.15
LOW 98.73
0.618 98.06
1.000 97.64
1.618 96.97
2.618 95.88
4.250 94.10
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 99.62 99.54
PP 99.45 99.29
S1 99.28 99.04

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

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