NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 98.43 97.58 -0.85 -0.9% 97.69
High 98.51 97.65 -0.86 -0.9% 99.30
Low 96.29 97.14 0.85 0.9% 96.91
Close 96.88 97.63 0.75 0.8% 97.41
Range 2.22 0.51 -1.71 -77.0% 2.39
ATR
Volume 4,942 3,330 -1,612 -32.6% 20,785
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 99.00 98.83 97.91
R3 98.49 98.32 97.77
R2 97.98 97.98 97.72
R1 97.81 97.81 97.68 97.90
PP 97.47 97.47 97.47 97.52
S1 97.30 97.30 97.58 97.39
S2 96.96 96.96 97.54
S3 96.45 96.79 97.49
S4 95.94 96.28 97.35
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 96.29 3.01 3.1% 1.25 1.3% 45% False False 4,585
10 99.30 95.65 3.65 3.7% 1.02 1.0% 54% False False 3,899
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 99.82
2.618 98.99
1.618 98.48
1.000 98.16
0.618 97.97
HIGH 97.65
0.618 97.46
0.500 97.40
0.382 97.33
LOW 97.14
0.618 96.82
1.000 96.63
1.618 96.31
2.618 95.80
4.250 94.97
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 97.55 97.55
PP 97.47 97.48
S1 97.40 97.40

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

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