NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 102.56 102.97 0.41 0.4% 99.57
High 103.62 103.99 0.37 0.4% 102.90
Low 102.32 102.88 0.56 0.5% 99.03
Close 103.62 103.24 -0.38 -0.4% 101.62
Range 1.30 1.11 -0.19 -14.6% 3.87
ATR 1.71 1.66 -0.04 -2.5% 0.00
Volume 12,166 7,228 -4,938 -40.6% 82,447
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 106.70 106.08 103.85
R3 105.59 104.97 103.55
R2 104.48 104.48 103.44
R1 103.86 103.86 103.34 104.17
PP 103.37 103.37 103.37 103.53
S1 102.75 102.75 103.14 103.06
S2 102.26 102.26 103.04
S3 101.15 101.64 102.93
S4 100.04 100.53 102.63
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 112.79 111.08 103.75
R3 108.92 107.21 102.68
R2 105.05 105.05 102.33
R1 103.34 103.34 101.97 104.20
PP 101.18 101.18 101.18 101.61
S1 99.47 99.47 101.27 100.33
S2 97.31 97.31 100.91
S3 93.44 95.60 100.56
S4 89.57 91.73 99.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.99 100.70 3.29 3.2% 1.20 1.2% 77% True False 15,164
10 103.99 97.59 6.40 6.2% 1.44 1.4% 88% True False 14,092
20 103.99 97.59 6.40 6.2% 1.41 1.4% 88% True False 11,725
40 103.99 93.44 10.55 10.2% 1.40 1.4% 93% True False 8,814
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.71
2.618 106.90
1.618 105.79
1.000 105.10
0.618 104.68
HIGH 103.99
0.618 103.57
0.500 103.44
0.382 103.30
LOW 102.88
0.618 102.19
1.000 101.77
1.618 101.08
2.618 99.97
4.250 98.16
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 103.44 102.94
PP 103.37 102.64
S1 103.31 102.35

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

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