NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 85.09 83.06 -2.03 -2.4% 85.72
High 85.60 84.41 -1.19 -1.4% 86.64
Low 82.04 82.28 0.24 0.3% 81.07
Close 83.27 84.03 0.76 0.9% 84.03
Range 3.56 2.13 -1.43 -40.2% 5.57
ATR 2.57 2.54 -0.03 -1.2% 0.00
Volume 202,203 76,782 -125,421 -62.0% 1,348,563
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.96 89.13 85.20
R3 87.83 87.00 84.62
R2 85.70 85.70 84.42
R1 84.87 84.87 84.23 85.29
PP 83.57 83.57 83.57 83.78
S1 82.74 82.74 83.83 83.16
S2 81.44 81.44 83.64
S3 79.31 80.61 83.44
S4 77.18 78.48 82.86
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 100.62 97.90 87.09
R3 95.05 92.33 85.56
R2 89.48 89.48 85.05
R1 86.76 86.76 84.54 85.34
PP 83.91 83.91 83.91 83.20
S1 81.19 81.19 83.52 79.77
S2 78.34 78.34 83.01
S3 72.77 75.62 82.50
S4 67.20 70.05 80.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.60 82.04 3.56 4.2% 2.22 2.6% 56% False False 205,770
10 87.03 81.07 5.96 7.1% 2.78 3.3% 50% False False 249,746
20 93.30 81.07 12.23 14.6% 2.61 3.1% 24% False False 254,139
40 106.77 81.07 25.70 30.6% 2.34 2.8% 12% False False 172,269
60 108.63 81.07 27.56 32.8% 2.22 2.6% 11% False False 128,995
80 111.49 81.07 30.42 36.2% 2.21 2.6% 10% False False 104,739
100 111.49 81.07 30.42 36.2% 2.10 2.5% 10% False False 88,884
120 111.49 81.07 30.42 36.2% 2.08 2.5% 10% False False 75,766
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.46
2.618 89.99
1.618 87.86
1.000 86.54
0.618 85.73
HIGH 84.41
0.618 83.60
0.500 83.35
0.382 83.09
LOW 82.28
0.618 80.96
1.000 80.15
1.618 78.83
2.618 76.70
4.250 73.23
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 83.80 83.96
PP 83.57 83.89
S1 83.35 83.82

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

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