NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 94.94 95.78 0.84 0.9% 93.69
High 96.30 96.84 0.54 0.6% 96.84
Low 94.58 95.55 0.97 1.0% 92.65
Close 96.17 96.58 0.41 0.4% 96.58
Range 1.72 1.29 -0.43 -25.0% 4.19
ATR 2.15 2.09 -0.06 -2.9% 0.00
Volume 76,406 31,750 -44,656 -58.4% 230,117
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.19 99.68 97.29
R3 98.90 98.39 96.93
R2 97.61 97.61 96.82
R1 97.10 97.10 96.70 97.36
PP 96.32 96.32 96.32 96.45
S1 95.81 95.81 96.46 96.07
S2 95.03 95.03 96.34
S3 93.74 94.52 96.23
S4 92.45 93.23 95.87
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.93 106.44 98.88
R3 103.74 102.25 97.73
R2 99.55 99.55 97.35
R1 98.06 98.06 96.96 98.81
PP 95.36 95.36 95.36 95.73
S1 93.87 93.87 96.20 94.62
S2 91.17 91.17 95.81
S3 86.98 89.68 95.43
S4 82.79 85.49 94.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.84 92.65 4.19 4.3% 1.67 1.7% 94% True False 46,023
10 96.84 91.23 5.61 5.8% 1.73 1.8% 95% True False 47,109
20 96.84 87.50 9.34 9.7% 2.10 2.2% 97% True False 39,894
40 96.84 78.83 18.01 18.6% 2.31 2.4% 99% True False 31,789
60 96.84 78.83 18.01 18.6% 2.36 2.4% 99% True False 25,998
80 107.15 78.83 28.32 29.3% 2.20 2.3% 63% False False 21,853
100 108.69 78.83 29.86 30.9% 2.08 2.1% 59% False False 18,979
120 109.80 78.83 30.97 32.1% 1.94 2.0% 57% False False 16,974
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.32
2.618 100.22
1.618 98.93
1.000 98.13
0.618 97.64
HIGH 96.84
0.618 96.35
0.500 96.20
0.382 96.04
LOW 95.55
0.618 94.75
1.000 94.26
1.618 93.46
2.618 92.17
4.250 90.07
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 96.45 96.11
PP 96.32 95.63
S1 96.20 95.16

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

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