NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 94.67 95.66 0.99 1.0% 92.56
High 96.27 97.08 0.81 0.8% 96.04
Low 94.39 95.40 1.01 1.1% 92.19
Close 95.74 96.95 1.21 1.3% 94.33
Range 1.88 1.68 -0.20 -10.6% 3.85
ATR 2.00 1.97 -0.02 -1.1% 0.00
Volume 12,964 26,071 13,107 101.1% 84,104
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 101.52 100.91 97.87
R3 99.84 99.23 97.41
R2 98.16 98.16 97.26
R1 97.55 97.55 97.10 97.86
PP 96.48 96.48 96.48 96.63
S1 95.87 95.87 96.80 96.18
S2 94.80 94.80 96.64
S3 93.12 94.19 96.49
S4 91.44 92.51 96.03
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 97.08 93.13 3.95 4.1% 1.66 1.7% 97% True False 18,272
10 97.08 89.17 7.91 8.2% 1.84 1.9% 98% True False 17,589
20 97.08 88.25 8.83 9.1% 1.89 1.9% 99% True False 14,620
40 97.08 79.69 17.39 17.9% 2.09 2.2% 99% True False 12,713
60 97.08 79.69 17.39 17.9% 2.13 2.2% 99% True False 10,721
80 107.14 79.69 27.45 28.3% 1.99 2.0% 63% False False 9,323
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.22
2.618 101.48
1.618 99.80
1.000 98.76
0.618 98.12
HIGH 97.08
0.618 96.44
0.500 96.24
0.382 96.04
LOW 95.40
0.618 94.36
1.000 93.72
1.618 92.68
2.618 91.00
4.250 88.26
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 96.71 96.51
PP 96.48 96.08
S1 96.24 95.64

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

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