NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 89.63 90.36 0.73 0.8% 89.46
High 90.87 92.00 1.13 1.2% 94.54
Low 88.66 90.17 1.51 1.7% 89.29
Close 90.60 91.07 0.47 0.5% 93.25
Range 2.21 1.83 -0.38 -17.2% 5.25
ATR 2.17 2.15 -0.02 -1.1% 0.00
Volume 8,645 6,513 -2,132 -24.7% 32,121
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 96.57 95.65 92.08
R3 94.74 93.82 91.57
R2 92.91 92.91 91.41
R1 91.99 91.99 91.24 92.45
PP 91.08 91.08 91.08 91.31
S1 90.16 90.16 90.90 90.62
S2 89.25 89.25 90.73
S3 87.42 88.33 90.57
S4 85.59 86.50 90.06
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 108.11 105.93 96.14
R3 102.86 100.68 94.69
R2 97.61 97.61 94.21
R1 95.43 95.43 93.73 96.52
PP 92.36 92.36 92.36 92.91
S1 90.18 90.18 92.77 91.27
S2 87.11 87.11 92.29
S3 81.86 84.93 91.81
S4 76.61 79.68 90.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.83 88.66 5.17 5.7% 1.97 2.2% 47% False False 7,210
10 94.54 88.66 5.88 6.5% 1.70 1.9% 41% False False 6,131
20 94.54 80.09 14.45 15.9% 2.21 2.4% 76% False False 5,981
40 94.54 80.09 14.45 15.9% 1.92 2.1% 76% False False 5,425
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.78
2.618 96.79
1.618 94.96
1.000 93.83
0.618 93.13
HIGH 92.00
0.618 91.30
0.500 91.09
0.382 90.87
LOW 90.17
0.618 89.04
1.000 88.34
1.618 87.21
2.618 85.38
4.250 82.39
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 91.09 90.82
PP 91.08 90.58
S1 91.08 90.33

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

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