NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 78.37 80.47 2.10 2.7% 85.40
High 80.73 81.03 0.30 0.4% 86.15
Low 77.92 78.42 0.50 0.6% 77.92
Close 80.14 79.62 -0.52 -0.6% 80.14
Range 2.81 2.61 -0.20 -7.1% 8.23
ATR 2.64 2.64 0.00 -0.1% 0.00
Volume 79,144 50,442 -28,702 -36.3% 263,682
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 87.52 86.18 81.06
R3 84.91 83.57 80.34
R2 82.30 82.30 80.10
R1 80.96 80.96 79.86 80.33
PP 79.69 79.69 79.69 79.37
S1 78.35 78.35 79.38 77.72
S2 77.08 77.08 79.14
S3 74.47 75.74 78.90
S4 71.86 73.13 78.18
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.09 101.35 84.67
R3 97.86 93.12 82.40
R2 89.63 89.63 81.65
R1 84.89 84.89 80.89 83.15
PP 81.40 81.40 81.40 80.53
S1 76.66 76.66 79.39 74.92
S2 73.17 73.17 78.63
S3 64.94 68.43 77.88
S4 56.71 60.20 75.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.05 77.92 7.13 9.0% 2.93 3.7% 24% False False 55,632
10 86.15 77.92 8.23 10.3% 2.59 3.3% 21% False False 51,391
20 92.78 77.92 14.86 18.7% 2.82 3.5% 11% False False 45,359
40 107.12 77.92 29.20 36.7% 2.45 3.1% 6% False False 37,378
60 107.16 77.92 29.24 36.7% 2.20 2.8% 6% False False 33,423
80 109.84 77.92 31.92 40.1% 2.10 2.6% 5% False False 29,569
100 110.87 77.92 32.95 41.4% 1.98 2.5% 5% False False 27,257
120 110.87 77.92 32.95 41.4% 1.91 2.4% 5% False False 24,189
Crabel Price Patterns
NR True
NR4 True
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 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.12
2.618 87.86
1.618 85.25
1.000 83.64
0.618 82.64
HIGH 81.03
0.618 80.03
0.500 79.73
0.382 79.42
LOW 78.42
0.618 76.81
1.000 75.81
1.618 74.20
2.618 71.59
4.250 67.33
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 79.73 79.77
PP 79.69 79.72
S1 79.66 79.67

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

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