NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 96.39 95.60 -0.79 -0.8% 96.87
High 96.66 95.90 -0.76 -0.8% 98.60
Low 95.08 94.28 -0.80 -0.8% 95.63
Close 95.81 94.96 -0.85 -0.9% 96.45
Range 1.58 1.62 0.04 2.5% 2.97
ATR 1.99 1.96 -0.03 -1.3% 0.00
Volume 37,273 29,466 -7,807 -20.9% 199,436
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 99.91 99.05 95.85
R3 98.29 97.43 95.41
R2 96.67 96.67 95.26
R1 95.81 95.81 95.11 95.43
PP 95.05 95.05 95.05 94.86
S1 94.19 94.19 94.81 93.81
S2 93.43 93.43 94.66
S3 91.81 92.57 94.51
S4 90.19 90.95 94.07
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.80 104.10 98.08
R3 102.83 101.13 97.27
R2 99.86 99.86 96.99
R1 98.16 98.16 96.72 97.53
PP 96.89 96.89 96.89 96.58
S1 95.19 95.19 96.18 94.56
S2 93.92 93.92 95.91
S3 90.95 92.22 95.63
S4 87.98 89.25 94.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.98 94.28 3.70 3.9% 1.89 2.0% 18% False True 43,507
10 98.60 94.28 4.32 4.5% 1.78 1.9% 16% False True 39,870
20 98.60 87.93 10.67 11.2% 1.90 2.0% 66% False False 44,084
40 98.60 84.91 13.69 14.4% 2.03 2.1% 73% False False 35,997
60 98.60 78.83 19.77 20.8% 2.31 2.4% 82% False False 30,844
80 98.85 78.83 20.02 21.1% 2.21 2.3% 81% False False 25,298
100 107.15 78.83 28.32 29.8% 2.06 2.2% 57% False False 22,111
120 109.80 78.83 30.97 32.6% 1.99 2.1% 52% False False 19,498
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 False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.79
2.618 100.14
1.618 98.52
1.000 97.52
0.618 96.90
HIGH 95.90
0.618 95.28
0.500 95.09
0.382 94.90
LOW 94.28
0.618 93.28
1.000 92.66
1.618 91.66
2.618 90.04
4.250 87.40
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 95.09 95.56
PP 95.05 95.36
S1 95.00 95.16

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

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