NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 84.67 81.57 -3.10 -3.7% 86.33
High 85.05 81.61 -3.44 -4.0% 87.23
Low 81.28 78.28 -3.00 -3.7% 81.70
Close 81.84 78.56 -3.28 -4.0% 84.63
Range 3.77 3.33 -0.44 -11.7% 5.53
ATR 2.56 2.63 0.07 2.8% 0.00
Volume 35,357 76,204 40,847 115.5% 258,130
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.47 87.35 80.39
R3 86.14 84.02 79.48
R2 82.81 82.81 79.17
R1 80.69 80.69 78.87 80.09
PP 79.48 79.48 79.48 79.18
S1 77.36 77.36 78.25 76.76
S2 76.15 76.15 77.95
S3 72.82 74.03 77.64
S4 69.49 70.70 76.73
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.11 98.40 87.67
R3 95.58 92.87 86.15
R2 90.05 90.05 85.64
R1 87.34 87.34 85.14 85.93
PP 84.52 84.52 84.52 83.82
S1 81.81 81.81 84.12 80.40
S2 78.99 78.99 83.62
S3 73.46 76.28 83.11
S4 67.93 70.75 81.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.15 78.28 7.87 10.0% 2.81 3.6% 4% False True 46,213
10 87.23 78.28 8.95 11.4% 2.86 3.6% 3% False True 49,049
20 92.78 78.28 14.50 18.5% 2.68 3.4% 2% False True 41,400
40 107.12 78.28 28.84 36.7% 2.37 3.0% 1% False True 35,170
60 108.19 78.28 29.91 38.1% 2.19 2.8% 1% False True 31,755
80 110.87 78.28 32.59 41.5% 2.09 2.7% 1% False True 28,300
100 110.87 78.28 32.59 41.5% 1.97 2.5% 1% False True 26,133
120 110.87 78.28 32.59 41.5% 1.89 2.4% 1% False True 23,178
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.76
2.618 90.33
1.618 87.00
1.000 84.94
0.618 83.67
HIGH 81.61
0.618 80.34
0.500 79.95
0.382 79.55
LOW 78.28
0.618 76.22
1.000 74.95
1.618 72.89
2.618 69.56
4.250 64.13
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 79.95 81.67
PP 79.48 80.63
S1 79.02 79.60

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

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