NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 91.49 93.11 1.62 1.8% 92.41
High 93.36 94.23 0.87 0.9% 93.36
Low 91.49 93.10 1.61 1.8% 89.51
Close 93.36 94.23 0.87 0.9% 93.36
Range 1.87 1.13 -0.74 -39.6% 3.85
ATR 1.73 1.69 -0.04 -2.5% 0.00
Volume 5,747 8,052 2,305 40.1% 19,960
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 97.24 96.87 94.85
R3 96.11 95.74 94.54
R2 94.98 94.98 94.44
R1 94.61 94.61 94.33 94.80
PP 93.85 93.85 93.85 93.95
S1 93.48 93.48 94.13 93.67
S2 92.72 92.72 94.02
S3 91.59 92.35 93.92
S4 90.46 91.22 93.61
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 94.23 89.51 4.72 5.0% 1.73 1.8% 100% True False 4,947
10 94.23 89.34 4.89 5.2% 1.38 1.5% 100% True False 3,818
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 99.03
2.618 97.19
1.618 96.06
1.000 95.36
0.618 94.93
HIGH 94.23
0.618 93.80
0.500 93.67
0.382 93.53
LOW 93.10
0.618 92.40
1.000 91.97
1.618 91.27
2.618 90.14
4.250 88.30
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 94.04 93.44
PP 93.85 92.66
S1 93.67 91.87

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

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