NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 83.73 82.78 -0.95 -1.1% 83.38
High 84.29 84.72 0.43 0.5% 87.32
Low 82.44 82.57 0.13 0.2% 81.53
Close 82.92 84.22 1.30 1.6% 84.39
Range 1.85 2.15 0.30 16.2% 5.79
ATR 2.57 2.54 -0.03 -1.2% 0.00
Volume 95,264 107,219 11,955 12.5% 364,725
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.29 89.40 85.40
R3 88.14 87.25 84.81
R2 85.99 85.99 84.61
R1 85.10 85.10 84.42 85.55
PP 83.84 83.84 83.84 84.06
S1 82.95 82.95 84.02 83.40
S2 81.69 81.69 83.83
S3 79.54 80.80 83.63
S4 77.39 78.65 83.04
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 86.91 81.39 5.52 6.6% 2.95 3.5% 51% False False 98,174
10 87.32 81.39 5.93 7.0% 2.94 3.5% 48% False False 82,966
20 94.50 81.39 13.11 15.6% 2.53 3.0% 22% False False 62,586
40 106.99 81.39 25.60 30.4% 2.24 2.7% 11% False False 48,470
60 109.08 81.39 27.69 32.9% 2.15 2.6% 10% False False 39,601
80 111.38 81.39 29.99 35.6% 2.08 2.5% 9% False False 34,853
100 111.38 81.39 29.99 35.6% 1.95 2.3% 9% False False 30,275
120 111.38 81.39 29.99 35.6% 1.87 2.2% 9% False False 26,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.86
2.618 90.35
1.618 88.20
1.000 86.87
0.618 86.05
HIGH 84.72
0.618 83.90
0.500 83.65
0.382 83.39
LOW 82.57
0.618 81.24
1.000 80.42
1.618 79.09
2.618 76.94
4.250 73.43
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 84.03 83.83
PP 83.84 83.44
S1 83.65 83.06

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

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