NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 86.20 85.86 -0.34 -0.4% 84.20
High 86.37 87.61 1.24 1.4% 87.61
Low 84.21 85.58 1.37 1.6% 83.65
Close 86.08 87.10 1.02 1.2% 87.10
Range 2.16 2.03 -0.13 -6.0% 3.96
ATR 2.90 2.83 -0.06 -2.1% 0.00
Volume 222,122 228,994 6,872 3.1% 1,220,924
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.85 92.01 88.22
R3 90.82 89.98 87.66
R2 88.79 88.79 87.47
R1 87.95 87.95 87.29 88.37
PP 86.76 86.76 86.76 86.98
S1 85.92 85.92 86.91 86.34
S2 84.73 84.73 86.73
S3 82.70 83.89 86.54
S4 80.67 81.86 85.98
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.00 96.51 89.28
R3 94.04 92.55 88.19
R2 90.08 90.08 87.83
R1 88.59 88.59 87.46 89.34
PP 86.12 86.12 86.12 86.49
S1 84.63 84.63 86.74 85.38
S2 82.16 82.16 86.37
S3 78.20 80.67 86.01
S4 74.24 76.71 84.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.61 83.65 3.96 4.5% 2.29 2.6% 87% True False 244,184
10 88.98 78.28 10.70 12.3% 3.18 3.6% 82% False False 218,245
20 88.98 77.28 11.70 13.4% 2.93 3.4% 84% False False 239,943
40 94.50 77.28 17.22 19.8% 2.73 3.1% 57% False False 151,264
60 106.99 77.28 29.71 34.1% 2.47 2.8% 33% False False 112,294
80 109.08 77.28 31.80 36.5% 2.35 2.7% 31% False False 89,686
100 111.38 77.28 34.10 39.2% 2.25 2.6% 29% False False 75,871
120 111.38 77.28 34.10 39.2% 2.11 2.4% 29% False False 65,220
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 0.27
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 96.24
2.618 92.92
1.618 90.89
1.000 89.64
0.618 88.86
HIGH 87.61
0.618 86.83
0.500 86.60
0.382 86.36
LOW 85.58
0.618 84.33
1.000 83.55
1.618 82.30
2.618 80.27
4.250 76.95
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 86.93 86.67
PP 86.76 86.24
S1 86.60 85.81

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

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