NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 99.65 100.08 0.43 0.4% 100.31
High 99.93 101.20 1.27 1.3% 102.37
Low 98.95 98.81 -0.14 -0.1% 97.37
Close 99.55 100.80 1.25 1.3% 99.79
Range 0.98 2.39 1.41 143.9% 5.00
ATR 1.67 1.72 0.05 3.1% 0.00
Volume 16,255 11,856 -4,399 -27.1% 48,529
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 107.44 106.51 102.11
R3 105.05 104.12 101.46
R2 102.66 102.66 101.24
R1 101.73 101.73 101.02 102.20
PP 100.27 100.27 100.27 100.50
S1 99.34 99.34 100.58 99.81
S2 97.88 97.88 100.36
S3 95.49 96.95 100.14
S4 93.10 94.56 99.49
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
5 101.20 97.37 3.83 3.8% 1.65 1.6% 90% True False 13,093
10 102.37 97.37 5.00 5.0% 1.56 1.5% 69% False False 9,616
20 103.95 97.37 6.58 6.5% 1.53 1.5% 52% False False 8,440
40 103.95 93.40 10.55 10.5% 1.56 1.5% 70% False False 6,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111.36
2.618 107.46
1.618 105.07
1.000 103.59
0.618 102.68
HIGH 101.20
0.618 100.29
0.500 100.01
0.382 99.72
LOW 98.81
0.618 97.33
1.000 96.42
1.618 94.94
2.618 92.55
4.250 88.65
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 100.54 100.52
PP 100.27 100.24
S1 100.01 99.97

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

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