NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 100.26 101.50 1.24 1.2% 100.31
High 101.52 102.32 0.80 0.8% 102.12
Low 99.13 101.13 2.00 2.0% 97.59
Close 101.03 101.72 0.69 0.7% 100.00
Range 2.39 1.19 -1.20 -50.2% 4.53
ATR 1.71 1.68 -0.03 -1.8% 0.00
Volume 13,557 23,345 9,788 72.2% 55,566
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.29 104.70 102.37
R3 104.10 103.51 102.05
R2 102.91 102.91 101.94
R1 102.32 102.32 101.83 102.62
PP 101.72 101.72 101.72 101.87
S1 101.13 101.13 101.61 101.43
S2 100.53 100.53 101.50
S3 99.34 99.94 101.39
S4 98.15 98.75 101.07
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
5 102.32 97.59 4.73 4.7% 1.56 1.5% 87% True False 15,605
10 102.32 97.59 4.73 4.7% 1.55 1.5% 87% True False 12,225
20 103.67 97.59 6.08 6.0% 1.62 1.6% 68% False False 10,734
40 103.67 93.44 10.23 10.1% 1.49 1.5% 81% False False 8,223
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.38
2.618 105.44
1.618 104.25
1.000 103.51
0.618 103.06
HIGH 102.32
0.618 101.87
0.500 101.73
0.382 101.58
LOW 101.13
0.618 100.39
1.000 99.94
1.618 99.20
2.618 98.01
4.250 96.07
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 101.73 101.37
PP 101.72 101.02
S1 101.72 100.68

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

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