NYMEX Light Sweet Crude Oil Future March 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 97.47 97.44 -0.03 0.0% 97.97
High 97.89 97.84 -0.05 -0.1% 99.62
Low 97.07 96.38 -0.69 -0.7% 97.02
Close 97.82 97.07 -0.75 -0.8% 97.63
Range 0.82 1.46 0.64 78.0% 2.60
ATR 1.63 1.62 -0.01 -0.8% 0.00
Volume 11,545 8,764 -2,781 -24.1% 71,864
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 101.48 100.73 97.87
R3 100.02 99.27 97.47
R2 98.56 98.56 97.34
R1 97.81 97.81 97.20 97.46
PP 97.10 97.10 97.10 96.92
S1 96.35 96.35 96.94 96.00
S2 95.64 95.64 96.80
S3 94.18 94.89 96.67
S4 92.72 93.43 96.27
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.89 104.36 99.06
R3 103.29 101.76 98.35
R2 100.69 100.69 98.11
R1 99.16 99.16 97.87 98.63
PP 98.09 98.09 98.09 97.82
S1 96.56 96.56 97.39 96.03
S2 95.49 95.49 97.15
S3 92.89 93.96 96.92
S4 90.29 91.36 96.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.62 96.18 3.44 3.5% 1.74 1.8% 26% False False 13,930
10 99.62 96.17 3.45 3.6% 1.41 1.5% 26% False False 13,232
20 99.62 89.39 10.23 10.5% 1.54 1.6% 75% False False 12,405
40 99.62 86.75 12.87 13.3% 1.56 1.6% 80% False False 9,429
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.05
2.618 101.66
1.618 100.20
1.000 99.30
0.618 98.74
HIGH 97.84
0.618 97.28
0.500 97.11
0.382 96.94
LOW 96.38
0.618 95.48
1.000 94.92
1.618 94.02
2.618 92.56
4.250 90.18
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 97.11 97.58
PP 97.10 97.41
S1 97.08 97.24

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

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