NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 81.10 80.10 -1.00 -1.2% 85.80
High 81.37 80.45 -0.92 -1.1% 86.22
Low 78.80 79.21 0.41 0.5% 78.31
Close 80.01 80.18 0.17 0.2% 80.51
Range 2.57 1.24 -1.33 -51.8% 7.91
ATR 2.55 2.46 -0.09 -3.7% 0.00
Volume 26,671 27,892 1,221 4.6% 142,913
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 83.67 83.16 80.86
R3 82.43 81.92 80.52
R2 81.19 81.19 80.41
R1 80.68 80.68 80.29 80.94
PP 79.95 79.95 79.95 80.07
S1 79.44 79.44 80.07 79.70
S2 78.71 78.71 79.95
S3 77.47 78.20 79.84
S4 76.23 76.96 79.50
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 105.41 100.87 84.86
R3 97.50 92.96 82.69
R2 89.59 89.59 81.96
R1 85.05 85.05 81.24 83.37
PP 81.68 81.68 81.68 80.84
S1 77.14 77.14 79.78 75.46
S2 73.77 73.77 79.06
S3 65.86 69.23 78.33
S4 57.95 61.32 76.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.33 78.31 7.02 8.8% 2.69 3.3% 27% False False 31,101
10 86.22 78.31 7.91 9.9% 2.37 3.0% 24% False False 27,450
20 91.61 78.31 13.30 16.6% 2.69 3.4% 14% False False 24,233
40 107.12 78.31 28.81 35.9% 2.34 2.9% 6% False False 19,483
60 107.38 78.31 29.07 36.3% 2.06 2.6% 6% False False 16,347
80 109.80 78.31 31.49 39.3% 1.94 2.4% 6% False False 14,550
100 110.65 78.31 32.34 40.3% 1.81 2.3% 6% False False 13,485
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 85.72
2.618 83.70
1.618 82.46
1.000 81.69
0.618 81.22
HIGH 80.45
0.618 79.98
0.500 79.83
0.382 79.68
LOW 79.21
0.618 78.44
1.000 77.97
1.618 77.20
2.618 75.96
4.250 73.94
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 80.06 80.07
PP 79.95 79.95
S1 79.83 79.84

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

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