NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 91.74 91.39 -0.35 -0.4% 92.68
High 91.80 91.75 -0.05 -0.1% 92.68
Low 90.97 89.00 -1.97 -2.2% 88.25
Close 91.35 89.67 -1.68 -1.8% 91.65
Range 0.83 2.75 1.92 231.3% 4.43
ATR 2.11 2.15 0.05 2.2% 0.00
Volume 10,923 6,596 -4,327 -39.6% 46,969
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.39 96.78 91.18
R3 95.64 94.03 90.43
R2 92.89 92.89 90.17
R1 91.28 91.28 89.92 90.71
PP 90.14 90.14 90.14 89.86
S1 88.53 88.53 89.42 87.96
S2 87.39 87.39 89.17
S3 84.64 85.78 88.91
S4 81.89 83.03 88.16
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 104.15 102.33 94.09
R3 99.72 97.90 92.87
R2 95.29 95.29 92.46
R1 93.47 93.47 92.06 92.17
PP 90.86 90.86 90.86 90.21
S1 89.04 89.04 91.24 87.74
S2 86.43 86.43 90.84
S3 82.00 84.61 90.43
S4 77.57 80.18 89.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.80 88.25 3.55 4.0% 1.78 2.0% 40% False False 8,717
10 94.33 88.25 6.08 6.8% 1.86 2.1% 23% False False 10,978
20 94.33 85.97 8.36 9.3% 2.00 2.2% 44% False False 10,277
40 94.33 79.69 14.64 16.3% 2.21 2.5% 68% False False 9,732
60 99.53 79.69 19.84 22.1% 2.06 2.3% 50% False False 8,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.44
2.618 98.95
1.618 96.20
1.000 94.50
0.618 93.45
HIGH 91.75
0.618 90.70
0.500 90.38
0.382 90.05
LOW 89.00
0.618 87.30
1.000 86.25
1.618 84.55
2.618 81.80
4.250 77.31
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 90.38 90.40
PP 90.14 90.16
S1 89.91 89.91

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

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