NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 81.70 84.02 2.32 2.8% 83.90
High 84.27 84.51 0.24 0.3% 87.62
Low 81.70 82.72 1.02 1.2% 81.90
Close 83.89 83.19 -0.70 -0.8% 84.69
Range 2.57 1.79 -0.78 -30.4% 5.72
ATR 2.59 2.53 -0.06 -2.2% 0.00
Volume 51,902 50,378 -1,524 -2.9% 213,139
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.84 87.81 84.17
R3 87.05 86.02 83.68
R2 85.26 85.26 83.52
R1 84.23 84.23 83.35 83.85
PP 83.47 83.47 83.47 83.29
S1 82.44 82.44 83.03 82.06
S2 81.68 81.68 82.86
S3 79.89 80.65 82.70
S4 78.10 78.86 82.21
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.90 99.01 87.84
R3 96.18 93.29 86.26
R2 90.46 90.46 85.74
R1 87.57 87.57 85.21 89.02
PP 84.74 84.74 84.74 85.46
S1 81.85 81.85 84.17 83.30
S2 79.02 79.02 83.64
S3 73.30 76.13 83.12
S4 67.58 70.41 81.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.62 81.70 5.92 7.1% 3.19 3.8% 25% False False 51,331
10 88.90 81.70 7.20 8.7% 2.93 3.5% 21% False False 45,119
20 95.10 81.70 13.40 16.1% 2.50 3.0% 11% False False 35,415
40 107.12 81.70 25.42 30.6% 2.20 2.6% 6% False False 31,849
60 109.43 81.70 27.73 33.3% 2.09 2.5% 5% False False 28,624
80 110.87 81.70 29.17 35.1% 2.02 2.4% 5% False False 26,620
100 110.87 81.70 29.17 35.1% 1.88 2.3% 5% False False 23,827
120 110.87 81.70 29.17 35.1% 1.80 2.2% 5% False False 21,001
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.61
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.12
2.618 89.20
1.618 87.41
1.000 86.30
0.618 85.62
HIGH 84.51
0.618 83.83
0.500 83.62
0.382 83.40
LOW 82.72
0.618 81.61
1.000 80.93
1.618 79.82
2.618 78.03
4.250 75.11
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 83.62 84.47
PP 83.47 84.04
S1 83.33 83.62

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

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