NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 95.66 96.08 0.42 0.4% 96.64
High 96.54 96.37 -0.17 -0.2% 98.29
Low 95.14 94.76 -0.38 -0.4% 95.32
Close 96.33 95.49 -0.84 -0.9% 96.15
Range 1.40 1.61 0.21 15.0% 2.97
ATR 2.09 2.05 -0.03 -1.6% 0.00
Volume 187,890 174,777 -13,113 -7.0% 1,010,328
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.37 99.54 96.38
R3 98.76 97.93 95.93
R2 97.15 97.15 95.79
R1 96.32 96.32 95.64 95.93
PP 95.54 95.54 95.54 95.35
S1 94.71 94.71 95.34 94.32
S2 93.93 93.93 95.19
S3 92.32 93.10 95.05
S4 90.71 91.49 94.60
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.50 103.79 97.78
R3 102.53 100.82 96.97
R2 99.56 99.56 96.69
R1 97.85 97.85 96.42 97.22
PP 96.59 96.59 96.59 96.27
S1 94.88 94.88 95.88 94.25
S2 93.62 93.62 95.61
S3 90.65 91.91 95.33
S4 87.68 88.94 94.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.29 94.41 3.88 4.1% 2.12 2.2% 28% False False 198,083
10 98.29 94.21 4.08 4.3% 1.84 1.9% 31% False False 180,928
20 98.29 87.20 11.09 11.6% 2.03 2.1% 75% False False 133,641
40 98.29 84.46 13.83 14.5% 2.12 2.2% 80% False False 87,634
60 98.29 78.16 20.13 21.1% 2.39 2.5% 86% False False 67,893
80 98.97 78.16 20.81 21.8% 2.31 2.4% 83% False False 54,716
100 107.12 78.16 28.96 30.3% 2.17 2.3% 60% False False 46,095
120 109.80 78.16 31.64 33.1% 2.10 2.2% 55% False False 39,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.21
2.618 100.58
1.618 98.97
1.000 97.98
0.618 97.36
HIGH 96.37
0.618 95.75
0.500 95.57
0.382 95.38
LOW 94.76
0.618 93.77
1.000 93.15
1.618 92.16
2.618 90.55
4.250 87.92
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 95.57 96.07
PP 95.54 95.87
S1 95.52 95.68

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

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