NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 97.00 97.86 0.86 0.9% 97.64
High 98.17 98.64 0.47 0.5% 99.38
Low 96.62 95.54 -1.08 -1.1% 96.45
Close 97.20 96.59 -0.61 -0.6% 97.20
Range 1.55 3.10 1.55 100.0% 2.93
ATR 1.83 1.92 0.09 5.0% 0.00
Volume 14,072 13,907 -165 -1.2% 79,124
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 106.22 104.51 98.30
R3 103.12 101.41 97.44
R2 100.02 100.02 97.16
R1 98.31 98.31 96.87 97.62
PP 96.92 96.92 96.92 96.58
S1 95.21 95.21 96.31 94.52
S2 93.82 93.82 96.02
S3 90.72 92.11 95.74
S4 87.62 89.01 94.89
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 106.47 104.76 98.81
R3 103.54 101.83 98.01
R2 100.61 100.61 97.74
R1 98.90 98.90 97.47 98.29
PP 97.68 97.68 97.68 97.37
S1 95.97 95.97 96.93 95.36
S2 94.75 94.75 96.66
S3 91.82 93.04 96.39
S4 88.89 90.11 95.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.38 95.54 3.84 4.0% 1.98 2.1% 27% False True 16,332
10 99.38 94.20 5.18 5.4% 1.71 1.8% 46% False False 16,698
20 99.38 88.60 10.78 11.2% 1.88 1.9% 74% False False 16,266
40 99.38 84.24 15.14 15.7% 1.93 2.0% 82% False False 13,401
60 99.38 79.69 19.69 20.4% 2.10 2.2% 86% False False 11,973
80 103.38 79.69 23.69 24.5% 2.04 2.1% 71% False False 10,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 111.82
2.618 106.76
1.618 103.66
1.000 101.74
0.618 100.56
HIGH 98.64
0.618 97.46
0.500 97.09
0.382 96.72
LOW 95.54
0.618 93.62
1.000 92.44
1.618 90.52
2.618 87.42
4.250 82.37
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 97.09 97.46
PP 96.92 97.17
S1 96.76 96.88

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

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