NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 87.00 84.58 -2.42 -2.8% 85.18
High 87.43 86.83 -0.60 -0.7% 89.33
Low 84.40 84.51 0.11 0.1% 82.50
Close 84.83 86.37 1.54 1.8% 84.83
Range 3.03 2.32 -0.71 -23.4% 6.83
ATR 3.04 2.99 -0.05 -1.7% 0.00
Volume 94,357 74,352 -20,005 -21.2% 366,068
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.86 91.94 87.65
R3 90.54 89.62 87.01
R2 88.22 88.22 86.80
R1 87.30 87.30 86.58 87.76
PP 85.90 85.90 85.90 86.14
S1 84.98 84.98 86.16 85.44
S2 83.58 83.58 85.94
S3 81.26 82.66 85.73
S4 78.94 80.34 85.09
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.04 102.27 88.59
R3 99.21 95.44 86.71
R2 92.38 92.38 86.08
R1 88.61 88.61 85.46 87.08
PP 85.55 85.55 85.55 84.79
S1 81.78 81.78 84.20 80.25
S2 78.72 78.72 83.58
S3 71.89 74.95 82.95
S4 65.06 68.12 81.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.33 82.50 6.83 7.9% 3.08 3.6% 57% False False 88,084
10 89.33 77.70 11.63 13.5% 3.21 3.7% 75% False False 71,228
20 89.33 77.70 11.63 13.5% 3.04 3.5% 75% False False 61,705
40 98.02 77.70 20.32 23.5% 2.67 3.1% 43% False False 46,467
60 107.12 77.70 29.42 34.1% 2.40 2.8% 29% False False 40,947
80 109.84 77.70 32.14 37.2% 2.27 2.6% 27% False False 35,677
100 110.87 77.70 33.17 38.4% 2.15 2.5% 26% False False 32,571
120 110.87 77.70 33.17 38.4% 2.02 2.3% 26% False False 29,096
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.69
2.618 92.90
1.618 90.58
1.000 89.15
0.618 88.26
HIGH 86.83
0.618 85.94
0.500 85.67
0.382 85.40
LOW 84.51
0.618 83.08
1.000 82.19
1.618 80.76
2.618 78.44
4.250 74.65
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 86.14 86.87
PP 85.90 86.70
S1 85.67 86.54

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

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