NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 101.49 102.11 0.62 0.6% 99.65
High 102.61 102.21 -0.40 -0.4% 102.61
Low 101.48 100.25 -1.23 -1.2% 98.81
Close 102.60 101.32 -1.28 -1.2% 101.32
Range 1.13 1.96 0.83 73.5% 3.80
ATR 1.67 1.72 0.05 2.9% 0.00
Volume 20,246 10,974 -9,272 -45.8% 82,801
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 107.14 106.19 102.40
R3 105.18 104.23 101.86
R2 103.22 103.22 101.68
R1 102.27 102.27 101.50 101.77
PP 101.26 101.26 101.26 101.01
S1 100.31 100.31 101.14 99.81
S2 99.30 99.30 100.96
S3 97.34 98.35 100.78
S4 95.38 96.39 100.24
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 112.31 110.62 103.41
R3 108.51 106.82 102.37
R2 104.71 104.71 102.02
R1 103.02 103.02 101.67 103.87
PP 100.91 100.91 100.91 101.34
S1 99.22 99.22 100.97 100.07
S2 97.11 97.11 100.62
S3 93.31 95.42 100.28
S4 89.51 91.62 99.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.61 98.81 3.80 3.8% 1.61 1.6% 66% False False 16,560
10 102.61 97.37 5.24 5.2% 1.66 1.6% 75% False False 13,133
20 103.00 97.37 5.63 5.6% 1.48 1.5% 70% False False 10,167
40 103.95 93.40 10.55 10.4% 1.55 1.5% 75% False False 7,626
60 103.95 93.40 10.55 10.4% 1.54 1.5% 75% False False 6,647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.54
2.618 107.34
1.618 105.38
1.000 104.17
0.618 103.42
HIGH 102.21
0.618 101.46
0.500 101.23
0.382 101.00
LOW 100.25
0.618 99.04
1.000 98.29
1.618 97.08
2.618 95.12
4.250 91.92
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 101.29 101.43
PP 101.26 101.39
S1 101.23 101.36

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

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