NYMEX Light Sweet Crude Oil Future November 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 90.24 88.60 -1.64 -1.8% 91.88
High 90.95 90.05 -0.90 -1.0% 92.10
Low 88.00 88.15 0.15 0.2% 87.50
Close 88.72 89.52 0.80 0.9% 90.79
Range 2.95 1.90 -1.05 -35.6% 4.60
ATR 2.37 2.34 -0.03 -1.4% 0.00
Volume 45,952 40,954 -4,998 -10.9% 123,461
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 94.94 94.13 90.57
R3 93.04 92.23 90.04
R2 91.14 91.14 89.87
R1 90.33 90.33 89.69 90.74
PP 89.24 89.24 89.24 89.44
S1 88.43 88.43 89.35 88.84
S2 87.34 87.34 89.17
S3 85.44 86.53 89.00
S4 83.54 84.63 88.48
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 103.93 101.96 93.32
R3 99.33 97.36 92.06
R2 94.73 94.73 91.63
R1 92.76 92.76 91.21 91.45
PP 90.13 90.13 90.13 89.47
S1 88.16 88.16 90.37 86.85
S2 85.53 85.53 89.95
S3 80.93 83.56 89.53
S4 76.33 78.96 88.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.50 88.00 3.50 3.9% 2.01 2.2% 43% False False 32,779
10 93.72 87.50 6.22 6.9% 2.22 2.5% 32% False False 30,234
20 93.72 84.91 8.81 9.8% 2.15 2.4% 52% False False 26,715
40 93.72 78.83 14.89 16.6% 2.50 2.8% 72% False False 23,305
60 98.98 78.83 20.15 22.5% 2.30 2.6% 53% False False 18,484
80 107.15 78.83 28.32 31.6% 2.09 2.3% 38% False False 16,155
100 109.80 78.83 30.97 34.6% 1.99 2.2% 35% False False 14,206
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.13
2.618 95.02
1.618 93.12
1.000 91.95
0.618 91.22
HIGH 90.05
0.618 89.32
0.500 89.10
0.382 88.88
LOW 88.15
0.618 86.98
1.000 86.25
1.618 85.08
2.618 83.18
4.250 80.08
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 89.38 89.75
PP 89.24 89.67
S1 89.10 89.60

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

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