NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 78.11 80.20 2.09 2.7% 85.50
High 80.37 80.68 0.31 0.4% 85.89
Low 77.56 78.03 0.47 0.6% 77.56
Close 79.76 79.21 -0.55 -0.7% 79.76
Range 2.81 2.65 -0.16 -5.7% 8.33
ATR 2.68 2.68 0.00 -0.1% 0.00
Volume 277,899 238,111 -39,788 -14.3% 1,480,471
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 87.26 85.88 80.67
R3 84.61 83.23 79.94
R2 81.96 81.96 79.70
R1 80.58 80.58 79.45 79.95
PP 79.31 79.31 79.31 78.99
S1 77.93 77.93 78.97 77.30
S2 76.66 76.66 78.72
S3 74.01 75.28 78.48
S4 71.36 72.63 77.75
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 84.75 77.56 7.19 9.1% 2.95 3.7% 23% False False 310,202
10 85.89 77.56 8.33 10.5% 2.63 3.3% 20% False False 213,736
20 92.52 77.56 14.96 18.9% 2.85 3.6% 11% False False 139,521
40 106.99 77.56 29.43 37.2% 2.49 3.1% 6% False False 89,949
60 106.99 77.56 29.43 37.2% 2.25 2.8% 6% False False 68,705
80 109.69 77.56 32.13 40.6% 2.15 2.7% 5% False False 56,242
100 111.38 77.56 33.82 42.7% 2.05 2.6% 5% False False 48,235
120 111.38 77.56 33.82 42.7% 1.96 2.5% 5% False False 41,448
Crabel Price Patterns
NR True
NR4 True
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.94
2.618 87.62
1.618 84.97
1.000 83.33
0.618 82.32
HIGH 80.68
0.618 79.67
0.500 79.36
0.382 79.04
LOW 78.03
0.618 76.39
1.000 75.38
1.618 73.74
2.618 71.09
4.250 66.77
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 79.36 79.38
PP 79.31 79.32
S1 79.26 79.27

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

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