NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 95.89 95.33 -0.56 -0.6% 97.20
High 96.23 97.50 1.27 1.3% 98.27
Low 94.63 95.20 0.57 0.6% 94.63
Close 95.31 97.07 1.76 1.8% 97.07
Range 1.60 2.30 0.70 43.8% 3.64
ATR 1.95 1.98 0.02 1.3% 0.00
Volume 45,442 48,928 3,486 7.7% 265,297
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 103.49 102.58 98.34
R3 101.19 100.28 97.70
R2 98.89 98.89 97.49
R1 97.98 97.98 97.28 98.44
PP 96.59 96.59 96.59 96.82
S1 95.68 95.68 96.86 96.14
S2 94.29 94.29 96.65
S3 91.99 93.38 96.44
S4 89.69 91.08 95.81
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.58 105.96 99.07
R3 103.94 102.32 98.07
R2 100.30 100.30 97.74
R1 98.68 98.68 97.40 97.67
PP 96.66 96.66 96.66 96.15
S1 95.04 95.04 96.74 94.03
S2 93.02 93.02 96.40
S3 89.38 91.40 96.07
S4 85.74 87.76 95.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.27 94.63 3.64 3.7% 1.99 2.1% 67% False False 53,059
10 98.94 94.63 4.31 4.4% 1.85 1.9% 57% False False 53,554
20 98.94 91.60 7.34 7.6% 1.79 1.8% 75% False False 57,172
40 98.94 85.43 13.51 13.9% 2.02 2.1% 86% False False 50,350
60 98.94 79.12 19.82 20.4% 2.32 2.4% 91% False False 49,610
80 99.00 79.12 19.88 20.5% 2.28 2.4% 90% False False 48,469
100 107.29 79.12 28.17 29.0% 2.18 2.2% 64% False False 48,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.28
2.618 103.52
1.618 101.22
1.000 99.80
0.618 98.92
HIGH 97.50
0.618 96.62
0.500 96.35
0.382 96.08
LOW 95.20
0.618 93.78
1.000 92.90
1.618 91.48
2.618 89.18
4.250 85.43
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 96.83 96.74
PP 96.59 96.40
S1 96.35 96.07

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

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