NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 91.25 92.02 0.77 0.8% 91.06
High 92.16 92.21 0.05 0.1% 92.16
Low 91.25 91.51 0.26 0.3% 88.85
Close 92.16 91.88 -0.28 -0.3% 92.16
Range 0.91 0.70 -0.21 -23.1% 3.31
ATR 2.00 1.90 -0.09 -4.6% 0.00
Volume 5,500 9,401 3,901 70.9% 29,292
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.97 93.62 92.27
R3 93.27 92.92 92.07
R2 92.57 92.57 92.01
R1 92.22 92.22 91.94 92.05
PP 91.87 91.87 91.87 91.78
S1 91.52 91.52 91.82 91.35
S2 91.17 91.17 91.75
S3 90.47 90.82 91.69
S4 89.77 90.12 91.50
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 100.99 99.88 93.98
R3 97.68 96.57 93.07
R2 94.37 94.37 92.77
R1 93.26 93.26 92.46 93.82
PP 91.06 91.06 91.06 91.33
S1 89.95 89.95 91.86 90.51
S2 87.75 87.75 91.55
S3 84.44 86.64 91.25
S4 81.13 83.33 90.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.21 88.85 3.36 3.7% 1.42 1.5% 90% True False 6,170
10 94.59 88.85 5.74 6.2% 1.44 1.6% 53% False False 6,471
20 94.59 84.97 9.62 10.5% 1.71 1.9% 72% False False 6,518
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 95.19
2.618 94.04
1.618 93.34
1.000 92.91
0.618 92.64
HIGH 92.21
0.618 91.94
0.500 91.86
0.382 91.78
LOW 91.51
0.618 91.08
1.000 90.81
1.618 90.38
2.618 89.68
4.250 88.54
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 91.87 91.63
PP 91.87 91.38
S1 91.86 91.13

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

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