NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 98.69 97.55 -1.14 -1.2% 97.69
High 99.30 98.18 -1.12 -1.1% 99.30
Low 97.75 96.91 -0.84 -0.9% 96.91
Close 97.75 97.41 -0.34 -0.3% 97.41
Range 1.55 1.27 -0.28 -18.1% 2.39
ATR
Volume 4,167 6,178 2,011 48.3% 20,785
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 101.31 100.63 98.11
R3 100.04 99.36 97.76
R2 98.77 98.77 97.64
R1 98.09 98.09 97.53 97.80
PP 97.50 97.50 97.50 97.35
S1 96.82 96.82 97.29 96.53
S2 96.23 96.23 97.18
S3 94.96 95.55 97.06
S4 93.69 94.28 96.71
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.04 103.62 98.72
R3 102.65 101.23 98.07
R2 100.26 100.26 97.85
R1 98.84 98.84 97.63 98.36
PP 97.87 97.87 97.87 97.63
S1 96.45 96.45 97.19 95.97
S2 95.48 95.48 96.97
S3 93.09 94.06 96.75
S4 90.70 91.67 96.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.30 96.91 2.39 2.5% 0.98 1.0% 21% False True 4,157
10 99.30 94.67 4.63 4.8% 0.88 0.9% 59% False False 4,189
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.58
2.618 101.50
1.618 100.23
1.000 99.45
0.618 98.96
HIGH 98.18
0.618 97.69
0.500 97.55
0.382 97.40
LOW 96.91
0.618 96.13
1.000 95.64
1.618 94.86
2.618 93.59
4.250 91.51
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 97.55 98.11
PP 97.50 97.87
S1 97.46 97.64

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

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