NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 84.67 85.50 0.83 1.0% 85.70
High 85.10 85.89 0.79 0.9% 86.91
Low 83.73 82.36 -1.37 -1.6% 81.39
Close 84.33 83.60 -0.73 -0.9% 84.33
Range 1.37 3.53 2.16 157.7% 5.52
ATR 2.46 2.53 0.08 3.1% 0.00
Volume 120,117 167,571 47,454 39.5% 521,279
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 94.54 92.60 85.54
R3 91.01 89.07 84.57
R2 87.48 87.48 84.25
R1 85.54 85.54 83.92 84.75
PP 83.95 83.95 83.95 83.55
S1 82.01 82.01 83.28 81.22
S2 80.42 80.42 82.95
S3 76.89 78.48 82.63
S4 73.36 74.95 81.66
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 100.77 98.07 87.37
R3 95.25 92.55 85.85
R2 89.73 89.73 85.34
R1 87.03 87.03 84.84 85.62
PP 84.21 84.21 84.21 83.51
S1 81.51 81.51 83.82 80.10
S2 78.69 78.69 83.32
S3 73.17 75.99 82.81
S4 67.65 70.47 81.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.89 81.39 4.50 5.4% 2.30 2.8% 49% True False 117,271
10 87.32 81.39 5.93 7.1% 2.69 3.2% 37% False False 97,506
20 93.62 81.39 12.23 14.6% 2.59 3.1% 18% False False 72,127
40 106.99 81.39 25.60 30.6% 2.29 2.7% 9% False False 54,316
60 109.08 81.39 27.69 33.1% 2.17 2.6% 8% False False 43,852
80 111.38 81.39 29.99 35.9% 2.10 2.5% 7% False False 38,067
100 111.38 81.39 29.99 35.9% 1.98 2.4% 7% False False 33,052
120 111.38 81.39 29.99 35.9% 1.89 2.3% 7% False False 28,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.89
2.618 95.13
1.618 91.60
1.000 89.42
0.618 88.07
HIGH 85.89
0.618 84.54
0.500 84.13
0.382 83.71
LOW 82.36
0.618 80.18
1.000 78.83
1.618 76.65
2.618 73.12
4.250 67.36
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 84.13 84.13
PP 83.95 83.95
S1 83.78 83.78

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

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