NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 80.90 78.91 -1.99 -2.5% 80.47
High 81.22 85.74 4.52 5.6% 85.74
Low 77.70 78.69 0.99 1.3% 77.70
Close 78.10 85.37 7.27 9.3% 85.37
Range 3.52 7.05 3.53 100.3% 8.04
ATR 2.59 2.95 0.36 13.9% 0.00
Volume 53,659 61,777 8,118 15.1% 271,869
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 104.42 101.94 89.25
R3 97.37 94.89 87.31
R2 90.32 90.32 86.66
R1 87.84 87.84 86.02 89.08
PP 83.27 83.27 83.27 83.89
S1 80.79 80.79 84.72 82.03
S2 76.22 76.22 84.08
S3 69.17 73.74 83.43
S4 62.12 66.69 81.49
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 107.06 104.25 89.79
R3 99.02 96.21 87.58
R2 90.98 90.98 86.84
R1 88.17 88.17 86.11 89.58
PP 82.94 82.94 82.94 83.64
S1 80.13 80.13 84.63 81.54
S2 74.90 74.90 83.90
S3 66.86 72.09 83.16
S4 58.82 64.05 80.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.74 77.70 8.04 9.4% 3.33 3.9% 95% True False 54,373
10 86.15 77.70 8.45 9.9% 3.22 3.8% 91% False False 53,555
20 87.62 77.70 9.92 11.6% 2.91 3.4% 77% False False 50,341
40 103.47 77.70 25.77 30.2% 2.63 3.1% 30% False False 40,135
60 107.12 77.70 29.42 34.5% 2.29 2.7% 26% False False 35,754
80 109.84 77.70 32.14 37.6% 2.17 2.5% 24% False False 31,525
100 110.87 77.70 33.17 38.9% 2.05 2.4% 23% False False 28,925
120 110.87 77.70 33.17 38.9% 1.98 2.3% 23% False False 25,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 141 trading days
Fibonacci Retracements and Extensions
4.250 115.70
2.618 104.20
1.618 97.15
1.000 92.79
0.618 90.10
HIGH 85.74
0.618 83.05
0.500 82.22
0.382 81.38
LOW 78.69
0.618 74.33
1.000 71.64
1.618 67.28
2.618 60.23
4.250 48.73
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 84.32 84.15
PP 83.27 82.94
S1 82.22 81.72

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

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