NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 89.67 88.03 -1.64 -1.8% 91.61
High 90.30 89.47 -0.83 -0.9% 91.64
Low 87.31 87.51 0.20 0.2% 86.84
Close 88.06 88.91 0.85 1.0% 90.13
Range 2.99 1.96 -1.03 -34.4% 4.80
ATR 2.48 2.45 -0.04 -1.5% 0.00
Volume 266,793 267,390 597 0.2% 1,267,204
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 94.51 93.67 89.99
R3 92.55 91.71 89.45
R2 90.59 90.59 89.27
R1 89.75 89.75 89.09 90.17
PP 88.63 88.63 88.63 88.84
S1 87.79 87.79 88.73 88.21
S2 86.67 86.67 88.55
S3 84.71 85.83 88.37
S4 82.75 83.87 87.83
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 103.94 101.83 92.77
R3 99.14 97.03 91.45
R2 94.34 94.34 91.01
R1 92.23 92.23 90.57 90.89
PP 89.54 89.54 89.54 88.86
S1 87.43 87.43 89.69 86.09
S2 84.74 84.74 89.25
S3 79.94 82.63 88.81
S4 75.14 77.83 87.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.95 87.31 3.64 4.1% 2.06 2.3% 44% False False 225,413
10 93.25 86.84 6.41 7.2% 2.30 2.6% 32% False False 248,838
20 93.25 84.05 9.20 10.3% 2.27 2.6% 53% False False 172,703
40 93.25 77.70 15.55 17.5% 2.67 3.0% 72% False False 114,025
60 98.97 77.70 21.27 23.9% 2.51 2.8% 53% False False 85,940
80 107.12 77.70 29.42 33.1% 2.34 2.6% 38% False False 71,707
100 109.84 77.70 32.14 36.1% 2.24 2.5% 35% False False 61,115
120 110.87 77.70 33.17 37.3% 2.14 2.4% 34% False False 54,083
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.80
2.618 94.60
1.618 92.64
1.000 91.43
0.618 90.68
HIGH 89.47
0.618 88.72
0.500 88.49
0.382 88.26
LOW 87.51
0.618 86.30
1.000 85.55
1.618 84.34
2.618 82.38
4.250 79.18
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 88.77 89.13
PP 88.63 89.06
S1 88.49 88.98

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

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