NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 80.48 78.46 -2.02 -2.5% 80.20
High 80.84 85.34 4.50 5.6% 85.34
Low 77.28 78.28 1.00 1.3% 77.28
Close 77.69 84.96 7.27 9.4% 84.96
Range 3.56 7.06 3.50 98.3% 8.06
ATR 2.63 2.99 0.36 13.7% 0.00
Volume 295,842 417,342 121,500 41.1% 1,433,164
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 104.04 101.56 88.84
R3 96.98 94.50 86.90
R2 89.92 89.92 86.25
R1 87.44 87.44 85.61 88.68
PP 82.86 82.86 82.86 83.48
S1 80.38 80.38 84.31 81.62
S2 75.80 75.80 83.67
S3 68.74 73.32 83.02
S4 61.68 66.26 81.08
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.71 103.89 89.39
R3 98.65 95.83 87.18
R2 90.59 90.59 86.44
R1 87.77 87.77 85.70 89.18
PP 82.53 82.53 82.53 83.23
S1 79.71 79.71 84.22 81.12
S2 74.47 74.47 83.48
S3 66.41 71.65 82.74
S4 58.35 63.59 80.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.34 77.28 8.06 9.5% 3.37 4.0% 95% True False 286,632
10 85.89 77.28 8.61 10.1% 3.25 3.8% 89% False False 291,363
20 87.32 77.28 10.04 11.8% 2.95 3.5% 76% False False 189,981
40 103.33 77.28 26.05 30.7% 2.66 3.1% 29% False False 116,494
60 106.99 77.28 29.71 35.0% 2.33 2.7% 26% False False 87,243
80 109.69 77.28 32.41 38.1% 2.22 2.6% 24% False False 70,325
100 111.38 77.28 34.10 40.1% 2.13 2.5% 23% False False 59,613
120 111.38 77.28 34.10 40.1% 2.03 2.4% 23% False False 51,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 160 trading days
Fibonacci Retracements and Extensions
4.250 115.35
2.618 103.82
1.618 96.76
1.000 92.40
0.618 89.70
HIGH 85.34
0.618 82.64
0.500 81.81
0.382 80.98
LOW 78.28
0.618 73.92
1.000 71.22
1.618 66.86
2.618 59.80
4.250 48.28
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 83.91 83.74
PP 82.86 82.53
S1 81.81 81.31

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

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