NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 94.30 94.55 0.25 0.3% 92.56
High 94.69 95.55 0.86 0.9% 96.04
Low 93.13 93.57 0.44 0.5% 92.19
Close 94.33 94.28 -0.05 -0.1% 94.33
Range 1.56 1.98 0.42 26.9% 3.85
ATR 2.08 2.07 -0.01 -0.3% 0.00
Volume 15,882 19,077 3,195 20.1% 84,104
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.41 99.32 95.37
R3 98.43 97.34 94.82
R2 96.45 96.45 94.64
R1 95.36 95.36 94.46 94.92
PP 94.47 94.47 94.47 94.24
S1 93.38 93.38 94.10 92.94
S2 92.49 92.49 93.92
S3 90.51 91.40 93.74
S4 88.53 89.42 93.19
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.74 103.88 96.45
R3 101.89 100.03 95.39
R2 98.04 98.04 95.04
R1 96.18 96.18 94.68 97.11
PP 94.19 94.19 94.19 94.65
S1 92.33 92.33 93.98 93.26
S2 90.34 90.34 93.62
S3 86.49 88.48 93.27
S4 82.64 84.63 92.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.04 93.13 2.91 3.1% 1.67 1.8% 40% False False 17,393
10 96.04 88.60 7.44 7.9% 2.06 2.2% 76% False False 15,834
20 96.04 88.25 7.79 8.3% 1.91 2.0% 77% False False 13,593
40 96.04 79.69 16.35 17.3% 2.17 2.3% 89% False False 11,663
60 96.04 79.69 16.35 17.3% 2.11 2.2% 89% False False 9,965
80 107.14 79.69 27.45 29.1% 1.96 2.1% 53% False False 8,734
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 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.97
2.618 100.73
1.618 98.75
1.000 97.53
0.618 96.77
HIGH 95.55
0.618 94.79
0.500 94.56
0.382 94.33
LOW 93.57
0.618 92.35
1.000 91.59
1.618 90.37
2.618 88.39
4.250 85.16
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 94.56 94.35
PP 94.47 94.32
S1 94.37 94.30

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

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