NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 85.70 84.47 -1.23 -1.4% 81.10
High 85.70 88.81 3.11 3.6% 86.10
Low 82.89 84.40 1.51 1.8% 78.16
Close 84.54 88.39 3.85 4.6% 85.76
Range 2.81 4.41 1.60 56.9% 7.94
ATR 2.86 2.97 0.11 3.9% 0.00
Volume 42,778 33,812 -8,966 -21.0% 149,319
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 100.43 98.82 90.82
R3 96.02 94.41 89.60
R2 91.61 91.61 89.20
R1 90.00 90.00 88.79 90.81
PP 87.20 87.20 87.20 87.60
S1 85.59 85.59 87.99 86.40
S2 82.79 82.79 87.58
S3 78.38 81.18 87.18
S4 73.97 76.77 85.96
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 88.81 78.16 10.65 12.0% 3.90 4.4% 96% True False 34,269
10 88.81 78.16 10.65 12.0% 3.29 3.7% 96% True False 32,685
20 88.81 78.16 10.65 12.0% 2.94 3.3% 96% True False 28,411
40 98.97 78.16 20.81 23.5% 2.51 2.8% 49% False False 21,798
60 107.12 78.16 28.96 32.8% 2.21 2.5% 35% False False 18,403
80 109.80 78.16 31.64 35.8% 2.09 2.4% 32% False False 16,046
100 110.65 78.16 32.49 36.8% 1.95 2.2% 31% False False 14,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.55
2.618 100.36
1.618 95.95
1.000 93.22
0.618 91.54
HIGH 88.81
0.618 87.13
0.500 86.61
0.382 86.08
LOW 84.40
0.618 81.67
1.000 79.99
1.618 77.26
2.618 72.85
4.250 65.66
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 87.80 86.93
PP 87.20 85.48
S1 86.61 84.02

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

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