NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 97.15 97.84 0.69 0.7% 94.55
High 98.85 98.55 -0.30 -0.3% 97.57
Low 97.15 97.42 0.27 0.3% 93.57
Close 97.99 98.30 0.31 0.3% 97.33
Range 1.70 1.13 -0.57 -33.5% 4.00
ATR 1.86 1.80 -0.05 -2.8% 0.00
Volume 12,699 22,897 10,198 80.3% 93,031
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 101.48 101.02 98.92
R3 100.35 99.89 98.61
R2 99.22 99.22 98.51
R1 98.76 98.76 98.40 98.99
PP 98.09 98.09 98.09 98.21
S1 97.63 97.63 98.20 97.86
S2 96.96 96.96 98.09
S3 95.83 96.50 97.99
S4 94.70 95.37 97.68
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 108.16 106.74 99.53
R3 104.16 102.74 98.43
R2 100.16 100.16 98.06
R1 98.74 98.74 97.70 99.45
PP 96.16 96.16 96.16 96.51
S1 94.74 94.74 96.96 95.45
S2 92.16 92.16 96.60
S3 88.16 90.74 96.23
S4 84.16 86.74 95.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.85 95.40 3.45 3.5% 1.38 1.4% 84% False False 18,117
10 98.85 93.13 5.72 5.8% 1.45 1.5% 90% False False 17,177
20 98.85 88.60 10.25 10.4% 1.72 1.8% 95% False False 15,277
40 98.85 79.69 19.16 19.5% 2.03 2.1% 97% False False 13,057
60 98.85 79.69 19.16 19.5% 2.12 2.2% 97% False False 11,507
80 107.14 79.69 27.45 27.9% 2.01 2.0% 68% False False 9,939
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 103.35
2.618 101.51
1.618 100.38
1.000 99.68
0.618 99.25
HIGH 98.55
0.618 98.12
0.500 97.99
0.382 97.85
LOW 97.42
0.618 96.72
1.000 96.29
1.618 95.59
2.618 94.46
4.250 92.62
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 98.20 98.08
PP 98.09 97.87
S1 97.99 97.65

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

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