NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 81.08 78.11 -2.97 -3.7% 85.50
High 81.20 80.37 -0.83 -1.0% 85.89
Low 77.93 77.56 -0.37 -0.5% 77.56
Close 78.20 79.76 1.56 2.0% 79.76
Range 3.27 2.81 -0.46 -14.1% 8.33
ATR 2.67 2.68 0.01 0.4% 0.00
Volume 364,589 277,899 -86,690 -23.8% 1,480,471
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 87.66 86.52 81.31
R3 84.85 83.71 80.53
R2 82.04 82.04 80.28
R1 80.90 80.90 80.02 81.47
PP 79.23 79.23 79.23 79.52
S1 78.09 78.09 79.50 78.66
S2 76.42 76.42 79.24
S3 73.61 75.28 78.99
S4 70.80 72.47 78.21
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.06 101.24 84.34
R3 97.73 92.91 82.05
R2 89.40 89.40 81.29
R1 84.58 84.58 80.52 82.83
PP 81.07 81.07 81.07 80.19
S1 76.25 76.25 79.00 74.50
S2 72.74 72.74 78.23
S3 64.41 67.92 77.47
S4 56.08 59.59 75.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.89 77.56 8.33 10.4% 3.12 3.9% 26% False True 296,094
10 86.91 77.56 9.35 11.7% 2.91 3.6% 24% False True 200,175
20 92.52 77.56 14.96 18.8% 2.77 3.5% 15% False True 129,698
40 106.99 77.56 29.43 36.9% 2.45 3.1% 7% False True 84,594
60 107.04 77.56 29.48 37.0% 2.26 2.8% 7% False True 64,929
80 111.38 77.56 33.82 42.4% 2.16 2.7% 7% False True 53,381
100 111.38 77.56 33.82 42.4% 2.04 2.6% 7% False True 45,936
120 111.38 77.56 33.82 42.4% 1.96 2.5% 7% False True 39,494
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.31
2.618 87.73
1.618 84.92
1.000 83.18
0.618 82.11
HIGH 80.37
0.618 79.30
0.500 78.97
0.382 78.63
LOW 77.56
0.618 75.82
1.000 74.75
1.618 73.01
2.618 70.20
4.250 65.62
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 79.50 81.14
PP 79.23 80.68
S1 78.97 80.22

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

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