NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 80.33 81.23 0.90 1.1% 85.80
High 81.54 81.54 0.00 0.0% 86.22
Low 79.50 78.16 -1.34 -1.7% 78.31
Close 81.01 78.53 -2.48 -3.1% 80.51
Range 2.04 3.38 1.34 65.7% 7.91
ATR 2.43 2.50 0.07 2.8% 0.00
Volume 27,599 27,480 -119 -0.4% 142,913
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.55 87.42 80.39
R3 86.17 84.04 79.46
R2 82.79 82.79 79.15
R1 80.66 80.66 78.84 80.04
PP 79.41 79.41 79.41 79.10
S1 77.28 77.28 78.22 76.66
S2 76.03 76.03 77.91
S3 72.65 73.90 77.60
S4 69.27 70.52 76.67
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 81.54 78.16 3.38 4.3% 2.40 3.1% 11% True True 30,093
10 86.22 78.16 8.06 10.3% 2.55 3.2% 5% False True 28,152
20 87.85 78.16 9.69 12.3% 2.67 3.4% 4% False True 25,605
40 106.00 78.16 27.84 35.5% 2.41 3.1% 1% False True 20,243
60 107.12 78.16 28.96 36.9% 2.08 2.6% 1% False True 17,011
80 109.80 78.16 31.64 40.3% 1.97 2.5% 1% False True 15,076
100 110.65 78.16 32.49 41.4% 1.84 2.3% 1% False True 13,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 95.91
2.618 90.39
1.618 87.01
1.000 84.92
0.618 83.63
HIGH 81.54
0.618 80.25
0.500 79.85
0.382 79.45
LOW 78.16
0.618 76.07
1.000 74.78
1.618 72.69
2.618 69.31
4.250 63.80
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 79.85 79.85
PP 79.41 79.41
S1 78.97 78.97

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

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