NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 91.65 90.31 -1.34 -1.5% 91.06
High 91.98 91.43 -0.55 -0.6% 92.16
Low 89.58 90.31 0.73 0.8% 88.85
Close 90.28 91.10 0.82 0.9% 92.16
Range 2.40 1.12 -1.28 -53.3% 3.31
ATR 1.94 1.88 -0.06 -2.9% 0.00
Volume 4,176 14,227 10,051 240.7% 29,292
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 94.31 93.82 91.72
R3 93.19 92.70 91.41
R2 92.07 92.07 91.31
R1 91.58 91.58 91.20 91.83
PP 90.95 90.95 90.95 91.07
S1 90.46 90.46 91.00 90.71
S2 89.83 89.83 90.89
S3 88.71 89.34 90.79
S4 87.59 88.22 90.48
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 89.58 2.63 2.9% 1.45 1.6% 58% False False 7,768
10 94.59 88.85 5.74 6.3% 1.53 1.7% 39% False False 7,526
20 94.59 86.75 7.84 8.6% 1.58 1.7% 55% False False 6,454
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.19
2.618 94.36
1.618 93.24
1.000 92.55
0.618 92.12
HIGH 91.43
0.618 91.00
0.500 90.87
0.382 90.74
LOW 90.31
0.618 89.62
1.000 89.19
1.618 88.50
2.618 87.38
4.250 85.55
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 91.02 91.03
PP 90.95 90.96
S1 90.87 90.90

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

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