NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 94.55 94.20 -0.35 -0.4% 92.56
High 95.55 95.38 -0.17 -0.2% 96.04
Low 93.57 94.20 0.63 0.7% 92.19
Close 94.28 94.94 0.66 0.7% 94.33
Range 1.98 1.18 -0.80 -40.4% 3.85
ATR 2.07 2.01 -0.06 -3.1% 0.00
Volume 19,077 17,369 -1,708 -9.0% 84,104
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 98.38 97.84 95.59
R3 97.20 96.66 95.26
R2 96.02 96.02 95.16
R1 95.48 95.48 95.05 95.75
PP 94.84 94.84 94.84 94.98
S1 94.30 94.30 94.83 94.57
S2 93.66 93.66 94.72
S3 92.48 93.12 94.62
S4 91.30 91.94 94.29
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% 1.45 1.5% 62% False False 18,804
10 96.04 88.60 7.44 7.8% 1.90 2.0% 85% False False 16,912
20 96.04 88.25 7.79 8.2% 1.88 2.0% 86% False False 13,945
40 96.04 79.69 16.35 17.2% 2.14 2.3% 93% False False 11,982
60 96.04 79.69 16.35 17.2% 2.10 2.2% 93% False False 10,192
80 107.14 79.69 27.45 28.9% 1.97 2.1% 56% False False 8,918
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.40
2.618 98.47
1.618 97.29
1.000 96.56
0.618 96.11
HIGH 95.38
0.618 94.93
0.500 94.79
0.382 94.65
LOW 94.20
0.618 93.47
1.000 93.02
1.618 92.29
2.618 91.11
4.250 89.19
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 94.89 94.74
PP 94.84 94.54
S1 94.79 94.34

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

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