NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 85.80 84.00 -1.80 -2.1% 85.85
High 86.22 85.36 -0.86 -1.0% 87.50
Low 82.98 83.27 0.29 0.3% 82.07
Close 84.23 85.00 0.77 0.9% 84.90
Range 3.24 2.09 -1.15 -35.5% 5.43
ATR 2.39 2.37 -0.02 -0.9% 0.00
Volume 17,596 24,372 6,776 38.5% 131,741
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.81 90.00 86.15
R3 88.72 87.91 85.57
R2 86.63 86.63 85.38
R1 85.82 85.82 85.19 86.23
PP 84.54 84.54 84.54 84.75
S1 83.73 83.73 84.81 84.14
S2 82.45 82.45 84.62
S3 80.36 81.64 84.43
S4 78.27 79.55 83.85
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.11 98.44 87.89
R3 95.68 93.01 86.39
R2 90.25 90.25 85.90
R1 87.58 87.58 85.40 86.20
PP 84.82 84.82 84.82 84.14
S1 82.15 82.15 84.40 80.77
S2 79.39 79.39 83.90
S3 73.96 76.72 83.41
S4 68.53 71.29 81.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.22 82.98 3.24 3.8% 2.06 2.4% 62% False False 23,799
10 87.85 82.07 5.78 6.8% 2.59 3.0% 51% False False 24,137
20 93.98 82.07 11.91 14.0% 2.43 2.9% 25% False False 19,029
40 107.12 82.07 25.05 29.5% 2.13 2.5% 12% False False 16,560
60 109.15 82.07 27.08 31.9% 1.97 2.3% 11% False False 14,267
80 110.65 82.07 28.58 33.6% 1.90 2.2% 10% False False 13,340
100 110.65 82.07 28.58 33.6% 1.72 2.0% 10% False False 12,131
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.24
2.618 90.83
1.618 88.74
1.000 87.45
0.618 86.65
HIGH 85.36
0.618 84.56
0.500 84.32
0.382 84.07
LOW 83.27
0.618 81.98
1.000 81.18
1.618 79.89
2.618 77.80
4.250 74.39
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 84.77 84.87
PP 84.54 84.73
S1 84.32 84.60

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

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