NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 96.75 97.10 0.35 0.4% 97.90
High 97.75 97.60 -0.15 -0.2% 99.63
Low 96.70 96.23 -0.47 -0.5% 96.88
Close 97.67 96.88 -0.79 -0.8% 97.49
Range 1.05 1.37 0.32 30.5% 2.75
ATR 1.69 1.68 -0.02 -1.1% 0.00
Volume 6,661 5,829 -832 -12.5% 54,593
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 101.01 100.32 97.63
R3 99.64 98.95 97.26
R2 98.27 98.27 97.13
R1 97.58 97.58 97.01 97.24
PP 96.90 96.90 96.90 96.74
S1 96.21 96.21 96.75 95.87
S2 95.53 95.53 96.63
S3 94.16 94.84 96.50
S4 92.79 93.47 96.13
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 106.25 104.62 99.00
R3 103.50 101.87 98.25
R2 100.75 100.75 97.99
R1 99.12 99.12 97.74 98.56
PP 98.00 98.00 98.00 97.72
S1 96.37 96.37 97.24 95.81
S2 95.25 95.25 96.99
S3 92.50 93.62 96.73
S4 89.75 90.87 95.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.63 95.89 3.74 3.9% 1.78 1.8% 26% False False 10,063
10 99.63 95.85 3.78 3.9% 1.49 1.5% 27% False False 10,022
20 99.63 89.15 10.48 10.8% 1.61 1.7% 74% False False 9,364
40 99.63 86.36 13.27 13.7% 1.67 1.7% 79% False False 7,702
60 99.63 80.09 19.54 20.2% 1.81 1.9% 86% False False 6,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.42
2.618 101.19
1.618 99.82
1.000 98.97
0.618 98.45
HIGH 97.60
0.618 97.08
0.500 96.92
0.382 96.75
LOW 96.23
0.618 95.38
1.000 94.86
1.618 94.01
2.618 92.64
4.250 90.41
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 96.92 97.30
PP 96.90 97.16
S1 96.89 97.02

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

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