NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 87.58 91.62 4.04 4.6% 90.41
High 91.98 92.59 0.61 0.7% 91.98
Low 87.58 90.89 3.31 3.8% 87.20
Close 91.64 92.46 0.82 0.9% 91.64
Range 4.40 1.70 -2.70 -61.4% 4.78
ATR 2.57 2.51 -0.06 -2.4% 0.00
Volume 72,171 84,290 12,119 16.8% 328,532
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 97.08 96.47 93.40
R3 95.38 94.77 92.93
R2 93.68 93.68 92.77
R1 93.07 93.07 92.62 93.38
PP 91.98 91.98 91.98 92.13
S1 91.37 91.37 92.30 91.68
S2 90.28 90.28 92.15
S3 88.58 89.67 91.99
S4 86.88 87.97 91.53
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.61 102.91 94.27
R3 99.83 98.13 92.95
R2 95.05 95.05 92.52
R1 93.35 93.35 92.08 94.20
PP 90.27 90.27 90.27 90.70
S1 88.57 88.57 91.20 89.42
S2 85.49 85.49 90.76
S3 80.71 83.79 90.33
S4 75.93 79.01 89.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.59 87.20 5.39 5.8% 2.74 3.0% 98% True False 73,654
10 92.59 87.14 5.45 5.9% 2.31 2.5% 98% True False 59,141
20 93.50 84.46 9.04 9.8% 2.27 2.5% 88% False False 46,959
40 93.50 78.16 15.34 16.6% 2.60 2.8% 93% False False 39,165
60 98.21 78.16 20.05 21.7% 2.46 2.7% 71% False False 31,401
80 107.12 78.16 28.96 31.3% 2.26 2.4% 49% False False 26,703
100 109.80 78.16 31.64 34.2% 2.16 2.3% 45% False False 23,185
120 110.65 78.16 32.49 35.1% 2.05 2.2% 44% False False 21,060
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 0.61
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.82
2.618 97.04
1.618 95.34
1.000 94.29
0.618 93.64
HIGH 92.59
0.618 91.94
0.500 91.74
0.382 91.54
LOW 90.89
0.618 89.84
1.000 89.19
1.618 88.14
2.618 86.44
4.250 83.67
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 92.22 91.61
PP 91.98 90.75
S1 91.74 89.90

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

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