NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 81.44 83.73 2.29 2.8% 83.38
High 84.01 84.29 0.28 0.3% 87.32
Low 81.39 82.44 1.05 1.3% 81.53
Close 83.62 82.92 -0.70 -0.8% 84.39
Range 2.62 1.85 -0.77 -29.4% 5.79
ATR 2.63 2.57 -0.06 -2.1% 0.00
Volume 96,184 95,264 -920 -1.0% 364,725
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.77 87.69 83.94
R3 86.92 85.84 83.43
R2 85.07 85.07 83.26
R1 83.99 83.99 83.09 83.61
PP 83.22 83.22 83.22 83.02
S1 82.14 82.14 82.75 81.76
S2 81.37 81.37 82.58
S3 79.52 80.29 82.41
S4 77.67 78.44 81.90
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.78 98.88 87.57
R3 95.99 93.09 85.98
R2 90.20 90.20 85.45
R1 87.30 87.30 84.92 88.75
PP 84.41 84.41 84.41 85.14
S1 81.51 81.51 83.86 82.96
S2 78.62 78.62 83.33
S3 72.83 75.72 82.80
S4 67.04 69.93 81.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.32 81.39 5.93 7.2% 3.23 3.9% 26% False False 92,564
10 88.59 81.39 7.20 8.7% 2.97 3.6% 21% False False 77,767
20 94.83 81.39 13.44 16.2% 2.54 3.1% 11% False False 59,710
40 106.99 81.39 25.60 30.9% 2.24 2.7% 6% False False 46,694
60 109.37 81.39 27.98 33.7% 2.16 2.6% 5% False False 38,155
80 111.38 81.39 29.99 36.2% 2.08 2.5% 5% False False 33,807
100 111.38 81.39 29.99 36.2% 1.95 2.4% 5% False False 29,304
120 111.38 81.39 29.99 36.2% 1.86 2.2% 5% False False 25,414
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 0.73
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.15
2.618 89.13
1.618 87.28
1.000 86.14
0.618 85.43
HIGH 84.29
0.618 83.58
0.500 83.37
0.382 83.15
LOW 82.44
0.618 81.30
1.000 80.59
1.618 79.45
2.618 77.60
4.250 74.58
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 83.37 84.15
PP 83.22 83.74
S1 83.07 83.33

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

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