NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 87.13 88.26 1.13 1.3% 84.20
High 88.48 89.46 0.98 1.1% 87.61
Low 86.41 87.41 1.00 1.2% 83.65
Close 88.43 89.22 0.79 0.9% 87.10
Range 2.07 2.05 -0.02 -1.0% 3.96
ATR 2.78 2.73 -0.05 -1.9% 0.00
Volume 204,006 242,521 38,515 18.9% 1,220,924
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.85 94.08 90.35
R3 92.80 92.03 89.78
R2 90.75 90.75 89.60
R1 89.98 89.98 89.41 90.37
PP 88.70 88.70 88.70 88.89
S1 87.93 87.93 89.03 88.32
S2 86.65 86.65 88.84
S3 84.60 85.88 88.66
S4 82.55 83.83 88.09
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.00 96.51 89.28
R3 94.04 92.55 88.19
R2 90.08 90.08 87.83
R1 88.59 88.59 87.46 89.34
PP 86.12 86.12 86.12 86.49
S1 84.63 84.63 86.74 85.38
S2 82.16 82.16 86.37
S3 78.20 80.67 86.01
S4 74.24 76.71 84.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.46 84.01 5.45 6.1% 2.16 2.4% 96% True False 235,103
10 89.46 83.33 6.13 6.9% 2.59 2.9% 96% True False 193,792
20 89.46 77.28 12.18 13.7% 2.89 3.2% 98% True False 247,885
40 93.62 77.28 16.34 18.3% 2.74 3.1% 73% False False 160,006
60 106.99 77.28 29.71 33.3% 2.49 2.8% 40% False False 118,839
80 109.08 77.28 31.80 35.6% 2.35 2.6% 38% False False 94,860
100 111.38 77.28 34.10 38.2% 2.26 2.5% 35% False False 80,031
120 111.38 77.28 34.10 38.2% 2.13 2.4% 35% False False 68,857
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.17
2.618 94.83
1.618 92.78
1.000 91.51
0.618 90.73
HIGH 89.46
0.618 88.68
0.500 88.44
0.382 88.19
LOW 87.41
0.618 86.14
1.000 85.36
1.618 84.09
2.618 82.04
4.250 78.70
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 88.96 88.65
PP 88.70 88.09
S1 88.44 87.52

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

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