NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 89.17 92.56 3.39 3.8% 91.74
High 93.03 93.62 0.59 0.6% 93.03
Low 89.17 92.19 3.02 3.4% 88.60
Close 92.77 93.59 0.82 0.9% 92.77
Range 3.86 1.43 -2.43 -63.0% 4.43
ATR 2.30 2.24 -0.06 -2.7% 0.00
Volume 16,311 16,216 -95 -0.6% 66,089
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 97.42 96.94 94.38
R3 95.99 95.51 93.98
R2 94.56 94.56 93.85
R1 94.08 94.08 93.72 94.32
PP 93.13 93.13 93.13 93.26
S1 92.65 92.65 93.46 92.89
S2 91.70 91.70 93.33
S3 90.27 91.22 93.20
S4 88.84 89.79 92.80
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 93.62 88.60 5.02 5.4% 2.44 2.6% 99% True False 14,276
10 93.62 88.25 5.37 5.7% 1.97 2.1% 99% True False 11,742
20 94.33 85.97 8.36 8.9% 1.97 2.1% 91% False False 11,487
40 94.33 79.69 14.64 15.6% 2.24 2.4% 95% False False 10,496
60 98.58 79.69 18.89 20.2% 2.11 2.3% 74% False False 8,895
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.31
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.70
2.618 97.36
1.618 95.93
1.000 95.05
0.618 94.50
HIGH 93.62
0.618 93.07
0.500 92.91
0.382 92.74
LOW 92.19
0.618 91.31
1.000 90.76
1.618 89.88
2.618 88.45
4.250 86.11
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 93.36 92.76
PP 93.13 91.94
S1 92.91 91.11

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

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