NYMEX Light Sweet Crude Oil Future September 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 98.95 99.57 0.62 0.6% 100.31
High 100.06 100.21 0.15 0.1% 102.12
Low 98.55 99.03 0.48 0.5% 97.59
Close 100.00 99.83 -0.17 -0.2% 100.00
Range 1.51 1.18 -0.33 -21.9% 4.53
ATR 1.70 1.66 -0.04 -2.2% 0.00
Volume 15,389 12,460 -2,929 -19.0% 55,566
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 103.23 102.71 100.48
R3 102.05 101.53 100.15
R2 100.87 100.87 100.05
R1 100.35 100.35 99.94 100.61
PP 99.69 99.69 99.69 99.82
S1 99.17 99.17 99.72 99.43
S2 98.51 98.51 99.61
S3 97.33 97.99 99.51
S4 96.15 96.81 99.18
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 113.49 111.28 102.49
R3 108.96 106.75 101.25
R2 104.43 104.43 100.83
R1 102.22 102.22 100.42 101.06
PP 99.90 99.90 99.90 99.33
S1 97.69 97.69 99.58 96.53
S2 95.37 95.37 99.17
S3 90.84 93.16 98.75
S4 86.31 88.63 97.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.12 97.59 4.53 4.5% 1.70 1.7% 49% False False 11,649
10 102.30 97.59 4.71 4.7% 1.46 1.5% 48% False False 9,642
20 103.67 97.59 6.08 6.1% 1.58 1.6% 37% False False 9,670
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.23
2.618 103.30
1.618 102.12
1.000 101.39
0.618 100.94
HIGH 100.21
0.618 99.76
0.500 99.62
0.382 99.48
LOW 99.03
0.618 98.30
1.000 97.85
1.618 97.12
2.618 95.94
4.250 94.02
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 99.76 99.52
PP 99.69 99.21
S1 99.62 98.90

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

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