NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 84.19 86.44 2.25 2.7% 85.18
High 86.87 86.73 -0.14 -0.2% 89.33
Low 84.19 84.60 0.41 0.5% 82.50
Close 86.19 86.46 0.27 0.3% 84.83
Range 2.68 2.13 -0.55 -20.5% 6.83
ATR 2.92 2.86 -0.06 -1.9% 0.00
Volume 74,833 73,622 -1,211 -1.6% 366,068
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.32 91.52 87.63
R3 90.19 89.39 87.05
R2 88.06 88.06 86.85
R1 87.26 87.26 86.66 87.66
PP 85.93 85.93 85.93 86.13
S1 85.13 85.13 86.26 85.53
S2 83.80 83.80 86.07
S3 81.67 83.00 85.87
S4 79.54 80.87 85.29
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 87.43 84.05 3.38 3.9% 2.48 2.9% 71% False False 79,868
10 89.33 77.70 11.63 13.5% 3.30 3.8% 75% False False 78,648
20 89.33 77.70 11.63 13.5% 2.90 3.4% 75% False False 65,205
40 95.10 77.70 17.40 20.1% 2.70 3.1% 50% False False 50,310
60 107.12 77.70 29.42 34.0% 2.43 2.8% 30% False False 42,968
80 109.43 77.70 31.73 36.7% 2.29 2.7% 28% False False 37,770
100 110.87 77.70 33.17 38.4% 2.19 2.5% 26% False False 34,337
120 110.87 77.70 33.17 38.4% 2.05 2.4% 26% False False 30,723
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 95.78
2.618 92.31
1.618 90.18
1.000 88.86
0.618 88.05
HIGH 86.73
0.618 85.92
0.500 85.67
0.382 85.41
LOW 84.60
0.618 83.28
1.000 82.47
1.618 81.15
2.618 79.02
4.250 75.55
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 86.20 86.13
PP 85.93 85.79
S1 85.67 85.46

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

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