NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 98.76 99.65 0.89 0.9% 100.31
High 99.82 99.93 0.11 0.1% 102.37
Low 98.73 98.95 0.22 0.2% 97.37
Close 99.79 99.55 -0.24 -0.2% 99.79
Range 1.09 0.98 -0.11 -10.1% 5.00
ATR 1.72 1.67 -0.05 -3.1% 0.00
Volume 13,648 16,255 2,607 19.1% 48,529
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 102.42 101.96 100.09
R3 101.44 100.98 99.82
R2 100.46 100.46 99.73
R1 100.00 100.00 99.64 99.74
PP 99.48 99.48 99.48 99.35
S1 99.02 99.02 99.46 98.76
S2 98.50 98.50 99.37
S3 97.52 98.04 99.28
S4 96.54 97.06 99.01
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% 1.71 1.7% 44% False False 11,996
10 102.37 97.37 5.00 5.0% 1.40 1.4% 44% False False 8,808
20 103.95 97.37 6.58 6.6% 1.49 1.5% 33% False False 8,208
40 103.95 93.40 10.55 10.6% 1.56 1.6% 58% False False 6,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.10
2.618 102.50
1.618 101.52
1.000 100.91
0.618 100.54
HIGH 99.93
0.618 99.56
0.500 99.44
0.382 99.32
LOW 98.95
0.618 98.34
1.000 97.97
1.618 97.36
2.618 96.38
4.250 94.79
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 99.51 99.25
PP 99.48 98.95
S1 99.44 98.65

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

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