NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 90.39 89.17 -1.22 -1.3% 91.74
High 91.02 93.03 2.01 2.2% 93.03
Low 88.60 89.17 0.57 0.6% 88.60
Close 88.77 92.77 4.00 4.5% 92.77
Range 2.42 3.86 1.44 59.5% 4.43
ATR 2.15 2.30 0.15 7.0% 0.00
Volume 18,601 16,311 -2,290 -12.3% 66,089
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 103.24 101.86 94.89
R3 99.38 98.00 93.83
R2 95.52 95.52 93.48
R1 94.14 94.14 93.12 94.83
PP 91.66 91.66 91.66 92.00
S1 90.28 90.28 92.42 90.97
S2 87.80 87.80 92.06
S3 83.94 86.42 91.71
S4 80.08 82.56 90.65
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.76 103.19 95.21
R3 100.33 98.76 93.99
R2 95.90 95.90 93.58
R1 94.33 94.33 93.18 95.12
PP 91.47 91.47 91.47 91.86
S1 89.90 89.90 92.36 90.69
S2 87.04 87.04 91.96
S3 82.61 85.47 91.55
S4 78.18 81.04 90.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.03 88.60 4.43 4.8% 2.32 2.5% 94% True False 13,217
10 93.03 88.25 4.78 5.2% 2.17 2.3% 95% True False 11,305
20 94.33 85.97 8.36 9.0% 2.00 2.2% 81% False False 11,120
40 94.33 79.69 14.64 15.8% 2.26 2.4% 89% False False 10,304
60 99.04 79.69 19.35 20.9% 2.10 2.3% 68% False False 8,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 109.44
2.618 103.14
1.618 99.28
1.000 96.89
0.618 95.42
HIGH 93.03
0.618 91.56
0.500 91.10
0.382 90.64
LOW 89.17
0.618 86.78
1.000 85.31
1.618 82.92
2.618 79.06
4.250 72.77
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 92.21 92.12
PP 91.66 91.47
S1 91.10 90.82

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

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