NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 96.42 97.10 0.68 0.7% 93.69
High 98.15 97.82 -0.33 -0.3% 96.84
Low 96.35 96.59 0.24 0.2% 92.65
Close 97.17 97.55 0.38 0.4% 96.58
Range 1.80 1.23 -0.57 -31.7% 4.19
ATR 2.03 1.97 -0.06 -2.8% 0.00
Volume 31,788 39,114 7,326 23.0% 230,117
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 101.01 100.51 98.23
R3 99.78 99.28 97.89
R2 98.55 98.55 97.78
R1 98.05 98.05 97.66 98.30
PP 97.32 97.32 97.32 97.45
S1 96.82 96.82 97.44 97.07
S2 96.09 96.09 97.32
S3 94.86 95.59 97.21
S4 93.63 94.36 96.87
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 98.15 94.58 3.57 3.7% 1.50 1.5% 83% False False 43,396
10 98.15 92.27 5.88 6.0% 1.59 1.6% 90% False False 42,155
20 98.15 87.58 10.57 10.8% 1.94 2.0% 94% False False 41,583
40 98.15 78.83 19.32 19.8% 2.27 2.3% 97% False False 32,909
60 98.15 78.83 19.32 19.8% 2.37 2.4% 97% False False 27,482
80 107.15 78.83 28.32 29.0% 2.22 2.3% 66% False False 22,938
100 107.51 78.83 28.68 29.4% 2.06 2.1% 65% False False 19,911
120 109.80 78.83 30.97 31.7% 1.94 2.0% 60% False False 17,709
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 103.05
2.618 101.04
1.618 99.81
1.000 99.05
0.618 98.58
HIGH 97.82
0.618 97.35
0.500 97.21
0.382 97.06
LOW 96.59
0.618 95.83
1.000 95.36
1.618 94.60
2.618 93.37
4.250 91.36
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 97.44 97.33
PP 97.32 97.11
S1 97.21 96.89

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

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