NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 96.25 97.23 0.98 1.0% 95.46
High 97.53 97.98 0.45 0.5% 97.98
Low 96.17 96.86 0.69 0.7% 94.24
Close 97.44 97.75 0.31 0.3% 97.75
Range 1.36 1.12 -0.24 -17.6% 3.74
ATR 1.74 1.70 -0.04 -2.6% 0.00
Volume 12,459 15,338 2,879 23.1% 62,014
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.89 100.44 98.37
R3 99.77 99.32 98.06
R2 98.65 98.65 97.96
R1 98.20 98.20 97.85 98.43
PP 97.53 97.53 97.53 97.64
S1 97.08 97.08 97.65 97.31
S2 96.41 96.41 97.54
S3 95.29 95.96 97.44
S4 94.17 94.84 97.13
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.88 106.55 99.81
R3 104.14 102.81 98.78
R2 100.40 100.40 98.44
R1 99.07 99.07 98.09 99.74
PP 96.66 96.66 96.66 96.99
S1 95.33 95.33 97.41 96.00
S2 92.92 92.92 97.06
S3 89.18 91.59 96.72
S4 85.44 87.85 95.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.98 94.24 3.74 3.8% 1.32 1.4% 94% True False 12,402
10 97.98 92.83 5.15 5.3% 1.35 1.4% 96% True False 12,321
20 97.98 88.85 9.13 9.3% 1.57 1.6% 97% True False 10,034
40 97.98 80.62 17.36 17.8% 1.74 1.8% 99% True False 8,222
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.74
2.618 100.91
1.618 99.79
1.000 99.10
0.618 98.67
HIGH 97.98
0.618 97.55
0.500 97.42
0.382 97.29
LOW 96.86
0.618 96.17
1.000 95.74
1.618 95.05
2.618 93.93
4.250 92.10
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 97.64 97.34
PP 97.53 96.93
S1 97.42 96.53

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

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