NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 79.47 80.48 1.01 1.3% 85.50
High 80.92 80.84 -0.08 -0.1% 85.89
Low 78.68 77.28 -1.40 -1.8% 77.56
Close 80.21 77.69 -2.52 -3.1% 79.76
Range 2.24 3.56 1.32 58.9% 8.33
ATR 2.56 2.63 0.07 2.8% 0.00
Volume 240,519 295,842 55,323 23.0% 1,480,471
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.28 87.05 79.65
R3 85.72 83.49 78.67
R2 82.16 82.16 78.34
R1 79.93 79.93 78.02 79.27
PP 78.60 78.60 78.60 78.27
S1 76.37 76.37 77.36 75.71
S2 75.04 75.04 77.04
S3 71.48 72.81 76.71
S4 67.92 69.25 75.73
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 80.92 77.28 3.64 4.7% 2.52 3.2% 11% False True 258,744
10 85.89 77.28 8.61 11.1% 2.68 3.4% 5% False True 261,641
20 87.32 77.28 10.04 12.9% 2.81 3.6% 4% False True 172,303
40 106.03 77.28 28.75 37.0% 2.56 3.3% 1% False True 107,193
60 106.99 77.28 29.71 38.2% 2.26 2.9% 1% False True 80,725
80 109.69 77.28 32.41 41.7% 2.16 2.8% 1% False True 65,333
100 111.38 77.28 34.10 43.9% 2.08 2.7% 1% False True 55,558
120 111.38 77.28 34.10 43.9% 1.98 2.6% 1% False True 47,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 95.97
2.618 90.16
1.618 86.60
1.000 84.40
0.618 83.04
HIGH 80.84
0.618 79.48
0.500 79.06
0.382 78.64
LOW 77.28
0.618 75.08
1.000 73.72
1.618 71.52
2.618 67.96
4.250 62.15
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 79.06 79.10
PP 78.60 78.63
S1 78.15 78.16

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

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