NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 84.05 88.07 4.02 4.8% 80.47
High 88.42 89.33 0.91 1.0% 85.74
Low 83.75 86.87 3.12 3.7% 77.70
Close 88.03 87.57 -0.46 -0.5% 85.37
Range 4.67 2.46 -2.21 -47.3% 8.04
ATR 3.07 3.03 -0.04 -1.4% 0.00
Volume 81,454 87,072 5,618 6.9% 271,869
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.30 93.90 88.92
R3 92.84 91.44 88.25
R2 90.38 90.38 88.02
R1 88.98 88.98 87.80 88.45
PP 87.92 87.92 87.92 87.66
S1 86.52 86.52 87.34 85.99
S2 85.46 85.46 87.12
S3 83.00 84.06 86.89
S4 80.54 81.60 86.22
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 89.33 77.70 11.63 13.3% 4.12 4.7% 85% True False 77,429
10 89.33 77.70 11.63 13.3% 3.28 3.8% 85% True False 69,892
20 89.33 77.70 11.63 13.3% 3.08 3.5% 85% True False 58,071
40 98.50 77.70 20.80 23.8% 2.62 3.0% 47% False False 43,882
60 107.12 77.70 29.42 33.6% 2.36 2.7% 34% False False 39,143
80 109.84 77.70 32.14 36.7% 2.24 2.6% 31% False False 34,104
100 110.87 77.70 33.17 37.9% 2.12 2.4% 30% False False 31,078
120 110.87 77.70 33.17 37.9% 2.01 2.3% 30% False False 27,847
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 0.47
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.79
2.618 95.77
1.618 93.31
1.000 91.79
0.618 90.85
HIGH 89.33
0.618 88.39
0.500 88.10
0.382 87.81
LOW 86.87
0.618 85.35
1.000 84.41
1.618 82.89
2.618 80.43
4.250 76.42
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 88.10 87.02
PP 87.92 86.47
S1 87.75 85.92

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

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