NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 91.60 91.49 -0.11 -0.1% 92.41
High 91.83 93.36 1.53 1.7% 93.36
Low 89.51 91.49 1.98 2.2% 89.51
Close 89.60 93.36 3.76 4.2% 93.36
Range 2.32 1.87 -0.45 -19.4% 3.85
ATR 1.58 1.73 0.16 9.9% 0.00
Volume 3,241 5,747 2,506 77.3% 19,960
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 98.35 97.72 94.39
R3 96.48 95.85 93.87
R2 94.61 94.61 93.70
R1 93.98 93.98 93.53 94.30
PP 92.74 92.74 92.74 92.89
S1 92.11 92.11 93.19 92.43
S2 90.87 90.87 93.02
S3 89.00 90.24 92.85
S4 87.13 88.37 92.33
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 103.63 102.34 95.48
R3 99.78 98.49 94.42
R2 95.93 95.93 94.07
R1 94.64 94.64 93.71 95.29
PP 92.08 92.08 92.08 92.40
S1 90.79 90.79 93.01 91.44
S2 88.23 88.23 92.65
S3 84.38 86.94 92.30
S4 80.53 83.09 91.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.36 89.51 3.85 4.1% 1.64 1.8% 100% True False 3,992
10 93.36 89.34 4.02 4.3% 1.29 1.4% 100% True False 3,504
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.31
2.618 98.26
1.618 96.39
1.000 95.23
0.618 94.52
HIGH 93.36
0.618 92.65
0.500 92.43
0.382 92.20
LOW 91.49
0.618 90.33
1.000 89.62
1.618 88.46
2.618 86.59
4.250 83.54
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 93.05 92.72
PP 92.74 92.08
S1 92.43 91.44

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

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