NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 91.00 90.94 -0.06 -0.1% 86.95
High 91.62 91.98 0.36 0.4% 89.81
Low 89.81 90.93 1.12 1.2% 86.36
Close 91.43 91.89 0.46 0.5% 89.61
Range 1.81 1.05 -0.76 -42.0% 3.45
ATR 2.18 2.09 -0.08 -3.7% 0.00
Volume 4,309 6,829 2,520 58.5% 23,670
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.75 94.37 92.47
R3 93.70 93.32 92.18
R2 92.65 92.65 92.08
R1 92.27 92.27 91.99 92.46
PP 91.60 91.60 91.60 91.70
S1 91.22 91.22 91.79 91.41
S2 90.55 90.55 91.70
S3 89.50 90.17 91.60
S4 88.45 89.12 91.31
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.94 97.73 91.51
R3 95.49 94.28 90.56
R2 92.04 92.04 90.24
R1 90.83 90.83 89.93 91.44
PP 88.59 88.59 88.59 88.90
S1 87.38 87.38 89.29 87.99
S2 85.14 85.14 88.98
S3 81.69 83.93 88.66
S4 78.24 80.48 87.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.98 86.74 5.24 5.7% 1.41 1.5% 98% True False 4,931
10 91.98 86.36 5.62 6.1% 1.73 1.9% 98% True False 5,237
20 91.98 80.09 11.89 12.9% 2.15 2.3% 99% True False 5,621
40 94.26 80.09 14.17 15.4% 1.72 1.9% 83% False False 4,802
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.44
2.618 94.73
1.618 93.68
1.000 93.03
0.618 92.63
HIGH 91.98
0.618 91.58
0.500 91.46
0.382 91.33
LOW 90.93
0.618 90.28
1.000 89.88
1.618 89.23
2.618 88.18
4.250 86.47
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 91.75 91.47
PP 91.60 91.05
S1 91.46 90.64

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

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