NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 86.13 84.19 -1.94 -2.3% 85.18
High 86.30 86.87 0.57 0.7% 89.33
Low 84.05 84.19 0.14 0.2% 82.50
Close 84.30 86.19 1.89 2.2% 84.83
Range 2.25 2.68 0.43 19.1% 6.83
ATR 2.94 2.92 -0.02 -0.6% 0.00
Volume 82,177 74,833 -7,344 -8.9% 366,068
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.79 92.67 87.66
R3 91.11 89.99 86.93
R2 88.43 88.43 86.68
R1 87.31 87.31 86.44 87.87
PP 85.75 85.75 85.75 86.03
S1 84.63 84.63 85.94 85.19
S2 83.07 83.07 85.70
S3 80.39 81.95 85.45
S4 77.71 79.27 84.72
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 84.05 5.28 6.1% 2.55 3.0% 41% False False 82,558
10 89.33 77.70 11.63 13.5% 3.31 3.8% 73% False False 76,483
20 89.33 77.70 11.63 13.5% 2.89 3.3% 73% False False 64,043
40 96.35 77.70 18.65 21.6% 2.70 3.1% 46% False False 49,021
60 107.12 77.70 29.42 34.1% 2.43 2.8% 29% False False 42,393
80 109.84 77.70 32.14 37.3% 2.28 2.6% 26% False False 37,057
100 110.87 77.70 33.17 38.5% 2.18 2.5% 26% False False 33,782
120 110.87 77.70 33.17 38.5% 2.05 2.4% 26% False False 30,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.26
2.618 93.89
1.618 91.21
1.000 89.55
0.618 88.53
HIGH 86.87
0.618 85.85
0.500 85.53
0.382 85.21
LOW 84.19
0.618 82.53
1.000 81.51
1.618 79.85
2.618 77.17
4.250 72.80
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 85.97 85.95
PP 85.75 85.70
S1 85.53 85.46

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

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