NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 84.20 85.84 1.64 1.9% 84.65
High 86.48 85.95 -0.53 -0.6% 88.98
Low 84.00 83.65 -0.35 -0.4% 82.10
Close 85.99 83.91 -2.08 -2.4% 84.45
Range 2.48 2.30 -0.18 -7.3% 6.88
ATR 3.03 2.98 -0.05 -1.6% 0.00
Volume 230,290 261,643 31,353 13.6% 544,191
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 91.40 89.96 85.18
R3 89.10 87.66 84.54
R2 86.80 86.80 84.33
R1 85.36 85.36 84.12 84.93
PP 84.50 84.50 84.50 84.29
S1 83.06 83.06 83.70 82.63
S2 82.20 82.20 83.49
S3 79.90 80.76 83.28
S4 77.60 78.46 82.65
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 105.82 102.01 88.23
R3 98.94 95.13 86.34
R2 92.06 92.06 85.71
R1 88.25 88.25 85.08 86.72
PP 85.18 85.18 85.18 84.41
S1 81.37 81.37 83.82 79.84
S2 78.30 78.30 83.19
S3 71.42 74.49 82.56
S4 64.54 67.61 80.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.98 83.33 5.65 6.7% 3.02 3.6% 10% False False 152,480
10 88.98 77.28 11.70 13.9% 3.22 3.8% 57% False False 223,117
20 88.98 77.28 11.70 13.9% 2.92 3.5% 57% False False 218,427
40 96.41 77.28 19.13 22.8% 2.73 3.2% 35% False False 135,866
60 106.99 77.28 29.71 35.4% 2.46 2.9% 22% False False 101,645
80 109.69 77.28 32.41 38.6% 2.33 2.8% 20% False False 81,428
100 111.38 77.28 34.10 40.6% 2.23 2.7% 19% False False 69,104
120 111.38 77.28 34.10 40.6% 2.10 2.5% 19% False False 59,352
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.39
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 95.73
2.618 91.97
1.618 89.67
1.000 88.25
0.618 87.37
HIGH 85.95
0.618 85.07
0.500 84.80
0.382 84.53
LOW 83.65
0.618 82.23
1.000 81.35
1.618 79.93
2.618 77.63
4.250 73.88
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 84.80 85.39
PP 84.50 84.90
S1 84.21 84.40

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

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