NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 81.23 79.23 -2.00 -2.5% 81.10
High 81.54 86.10 4.56 5.6% 86.10
Low 78.16 79.23 1.07 1.4% 78.16
Close 78.53 85.76 7.23 9.2% 85.76
Range 3.38 6.87 3.49 103.3% 7.94
ATR 2.50 2.86 0.36 14.5% 0.00
Volume 27,480 39,677 12,197 44.4% 149,319
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 104.31 101.90 89.54
R3 97.44 95.03 87.65
R2 90.57 90.57 87.02
R1 88.16 88.16 86.39 89.37
PP 83.70 83.70 83.70 84.30
S1 81.29 81.29 85.13 82.50
S2 76.83 76.83 84.50
S3 69.96 74.42 83.87
S4 63.09 67.55 81.98
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 107.16 104.40 90.13
R3 99.22 96.46 87.94
R2 91.28 91.28 87.22
R1 88.52 88.52 86.49 89.90
PP 83.34 83.34 83.34 84.03
S1 80.58 80.58 85.03 81.96
S2 75.40 75.40 84.30
S3 67.46 72.64 83.58
S4 59.52 64.70 81.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.10 78.16 7.94 9.3% 3.22 3.8% 96% True False 29,863
10 86.22 78.16 8.06 9.4% 3.11 3.6% 94% False False 29,223
20 87.85 78.16 9.69 11.3% 2.81 3.3% 78% False False 26,607
40 103.63 78.16 25.47 29.7% 2.52 2.9% 30% False False 20,831
60 107.12 78.16 28.96 33.8% 2.15 2.5% 26% False False 17,462
80 109.80 78.16 31.64 36.9% 2.03 2.4% 24% False False 15,428
100 110.65 78.16 32.49 37.9% 1.90 2.2% 23% False False 14,208
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 0.40
Widest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 115.30
2.618 104.09
1.618 97.22
1.000 92.97
0.618 90.35
HIGH 86.10
0.618 83.48
0.500 82.67
0.382 81.85
LOW 79.23
0.618 74.98
1.000 72.36
1.618 68.11
2.618 61.24
4.250 50.03
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 84.73 84.55
PP 83.70 83.34
S1 82.67 82.13

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

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