NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 79.89 80.90 1.01 1.3% 85.40
High 81.27 81.22 -0.05 -0.1% 86.15
Low 79.09 77.70 -1.39 -1.8% 77.92
Close 80.61 78.10 -2.51 -3.1% 80.14
Range 2.18 3.52 1.34 61.5% 8.23
ATR 2.52 2.59 0.07 2.8% 0.00
Volume 51,965 53,659 1,694 3.3% 263,682
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.57 87.35 80.04
R3 86.05 83.83 79.07
R2 82.53 82.53 78.75
R1 80.31 80.31 78.42 79.66
PP 79.01 79.01 79.01 78.68
S1 76.79 76.79 77.78 76.14
S2 75.49 75.49 77.45
S3 71.97 73.27 77.13
S4 68.45 69.75 76.16
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 81.27 77.70 3.57 4.6% 2.48 3.2% 11% False True 57,847
10 86.15 77.70 8.45 10.8% 2.65 3.4% 5% False True 52,030
20 87.62 77.70 9.92 12.7% 2.77 3.5% 4% False True 49,563
40 106.10 77.70 28.40 36.4% 2.52 3.2% 1% False True 39,501
60 107.12 77.70 29.42 37.7% 2.22 2.8% 1% False True 35,131
80 109.84 77.70 32.14 41.2% 2.10 2.7% 1% False True 30,983
100 110.87 77.70 33.17 42.5% 2.01 2.6% 1% False True 28,443
120 110.87 77.70 33.17 42.5% 1.94 2.5% 1% False True 25,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.18
2.618 90.44
1.618 86.92
1.000 84.74
0.618 83.40
HIGH 81.22
0.618 79.88
0.500 79.46
0.382 79.04
LOW 77.70
0.618 75.52
1.000 74.18
1.618 72.00
2.618 68.48
4.250 62.74
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 79.46 79.49
PP 79.01 79.02
S1 78.55 78.56

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

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