NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 79.23 79.47 0.24 0.3% 85.50
High 79.68 80.92 1.24 1.6% 85.89
Low 78.36 78.68 0.32 0.4% 77.56
Close 79.36 80.21 0.85 1.1% 79.76
Range 1.32 2.24 0.92 69.7% 8.33
ATR 2.58 2.56 -0.02 -0.9% 0.00
Volume 241,350 240,519 -831 -0.3% 1,480,471
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.66 85.67 81.44
R3 84.42 83.43 80.83
R2 82.18 82.18 80.62
R1 81.19 81.19 80.42 81.69
PP 79.94 79.94 79.94 80.18
S1 78.95 78.95 80.00 79.45
S2 77.70 77.70 79.80
S3 75.46 76.71 79.59
S4 73.22 74.47 78.98
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 81.20 77.56 3.64 4.5% 2.46 3.1% 73% False False 272,493
10 85.89 77.56 8.33 10.4% 2.54 3.2% 32% False False 242,778
20 88.59 77.56 11.03 13.8% 2.75 3.4% 24% False False 160,273
40 106.59 77.56 29.03 36.2% 2.50 3.1% 9% False False 100,893
60 106.99 77.56 29.43 36.7% 2.23 2.8% 9% False False 76,183
80 109.69 77.56 32.13 40.1% 2.14 2.7% 8% False False 61,771
100 111.38 77.56 33.82 42.2% 2.05 2.6% 8% False False 52,763
120 111.38 77.56 33.82 42.2% 1.97 2.5% 8% False False 45,274
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.44
2.618 86.78
1.618 84.54
1.000 83.16
0.618 82.30
HIGH 80.92
0.618 80.06
0.500 79.80
0.382 79.54
LOW 78.68
0.618 77.30
1.000 76.44
1.618 75.06
2.618 72.82
4.250 69.16
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 80.07 79.97
PP 79.94 79.72
S1 79.80 79.48

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

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