NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 95.16 94.63 -0.53 -0.6% 92.90
High 95.50 95.63 0.13 0.1% 96.12
Low 93.98 94.63 0.65 0.7% 92.44
Close 94.70 95.32 0.62 0.7% 94.74
Range 1.52 1.00 -0.52 -34.2% 3.68
ATR 1.90 1.83 -0.06 -3.4% 0.00
Volume 9,500 6,723 -2,777 -29.2% 44,877
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 98.19 97.76 95.87
R3 97.19 96.76 95.60
R2 96.19 96.19 95.50
R1 95.76 95.76 95.41 95.98
PP 95.19 95.19 95.19 95.30
S1 94.76 94.76 95.23 94.98
S2 94.19 94.19 95.14
S3 93.19 93.76 95.05
S4 92.19 92.76 94.77
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.47 103.79 96.76
R3 101.79 100.11 95.75
R2 98.11 98.11 95.41
R1 96.43 96.43 95.08 97.27
PP 94.43 94.43 94.43 94.86
S1 92.75 92.75 94.40 93.59
S2 90.75 90.75 94.07
S3 87.07 89.07 93.73
S4 83.39 85.39 92.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.12 93.49 2.63 2.8% 1.27 1.3% 70% False False 8,468
10 96.12 89.15 6.97 7.3% 1.62 1.7% 89% False False 8,960
20 96.12 88.66 7.46 7.8% 1.68 1.8% 89% False False 7,801
40 96.12 80.09 16.03 16.8% 1.94 2.0% 95% False False 6,703
60 96.12 80.09 16.03 16.8% 1.70 1.8% 95% False False 5,728
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.88
2.618 98.25
1.618 97.25
1.000 96.63
0.618 96.25
HIGH 95.63
0.618 95.25
0.500 95.13
0.382 95.01
LOW 94.63
0.618 94.01
1.000 93.63
1.618 93.01
2.618 92.01
4.250 90.38
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 95.26 95.07
PP 95.19 94.81
S1 95.13 94.56

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

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