NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 84.00 84.87 0.87 1.0% 85.85
High 85.36 85.33 -0.03 0.0% 87.50
Low 83.27 81.70 -1.57 -1.9% 82.07
Close 85.00 82.23 -2.77 -3.3% 84.90
Range 2.09 3.63 1.54 73.7% 5.43
ATR 2.37 2.46 0.09 3.8% 0.00
Volume 24,372 16,267 -8,105 -33.3% 131,741
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 93.98 91.73 84.23
R3 90.35 88.10 83.23
R2 86.72 86.72 82.90
R1 84.47 84.47 82.56 83.78
PP 83.09 83.09 83.09 82.74
S1 80.84 80.84 81.90 80.15
S2 79.46 79.46 81.56
S3 75.83 77.21 81.23
S4 72.20 73.58 80.23
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 81.70 4.52 5.5% 2.45 3.0% 12% False True 23,188
10 87.85 81.70 6.15 7.5% 2.77 3.4% 9% False True 24,437
20 93.02 81.70 11.32 13.8% 2.52 3.1% 5% False True 19,549
40 107.12 81.70 25.42 30.9% 2.20 2.7% 2% False True 16,806
60 109.15 81.70 27.45 33.4% 2.02 2.5% 2% False True 14,399
80 110.65 81.70 28.95 35.2% 1.92 2.3% 2% False True 13,250
100 110.65 81.70 28.95 35.2% 1.75 2.1% 2% False True 12,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.76
2.618 94.83
1.618 91.20
1.000 88.96
0.618 87.57
HIGH 85.33
0.618 83.94
0.500 83.52
0.382 83.09
LOW 81.70
0.618 79.46
1.000 78.07
1.618 75.83
2.618 72.20
4.250 66.27
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 83.52 83.96
PP 83.09 83.38
S1 82.66 82.81

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

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