NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 85.85 82.19 -3.66 -4.3% 84.19
High 87.50 84.58 -2.92 -3.3% 87.85
Low 82.07 82.19 0.12 0.1% 82.13
Close 83.62 84.20 0.58 0.7% 85.03
Range 5.43 2.39 -3.04 -56.0% 5.72
ATR 2.50 2.49 -0.01 -0.3% 0.00
Volume 29,829 24,884 -4,945 -16.6% 108,182
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.83 89.90 85.51
R3 88.44 87.51 84.86
R2 86.05 86.05 84.64
R1 85.12 85.12 84.42 85.59
PP 83.66 83.66 83.66 83.89
S1 82.73 82.73 83.98 83.20
S2 81.27 81.27 83.76
S3 78.88 80.34 83.54
S4 76.49 77.95 82.89
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 102.16 99.32 88.18
R3 96.44 93.60 86.60
R2 90.72 90.72 86.08
R1 87.88 87.88 85.55 89.30
PP 85.00 85.00 85.00 85.72
S1 82.16 82.16 84.51 83.58
S2 79.28 79.28 83.98
S3 73.56 76.44 83.46
S4 67.84 70.72 81.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.85 82.07 5.78 6.9% 3.12 3.7% 37% False False 24,476
10 91.61 82.07 9.54 11.3% 3.00 3.6% 22% False False 21,016
20 96.58 82.07 14.51 17.2% 2.42 2.9% 15% False False 16,910
40 107.12 82.07 25.05 29.8% 2.07 2.5% 9% False False 15,042
60 109.80 82.07 27.73 32.9% 1.94 2.3% 8% False False 13,022
80 110.65 82.07 28.58 33.9% 1.85 2.2% 7% False False 12,485
100 110.65 82.07 28.58 33.9% 1.67 2.0% 7% False False 11,162
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.56
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.74
2.618 90.84
1.618 88.45
1.000 86.97
0.618 86.06
HIGH 84.58
0.618 83.67
0.500 83.39
0.382 83.10
LOW 82.19
0.618 80.71
1.000 79.80
1.618 78.32
2.618 75.93
4.250 72.03
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 83.93 84.79
PP 83.66 84.59
S1 83.39 84.40

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

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