NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 84.87 86.73 1.86 2.2% 85.70
High 87.21 87.06 -0.15 -0.2% 89.65
Low 84.87 84.99 0.12 0.1% 82.89
Close 86.56 86.80 0.24 0.3% 85.21
Range 2.34 2.07 -0.27 -11.5% 6.76
ATR 2.82 2.77 -0.05 -1.9% 0.00
Volume 27,811 24,172 -3,639 -13.1% 171,072
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.49 91.72 87.94
R3 90.42 89.65 87.37
R2 88.35 88.35 87.18
R1 87.58 87.58 86.99 87.97
PP 86.28 86.28 86.28 86.48
S1 85.51 85.51 86.61 85.90
S2 84.21 84.21 86.42
S3 82.14 83.44 86.23
S4 80.07 81.37 85.66
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.20 102.46 88.93
R3 99.44 95.70 87.07
R2 92.68 92.68 86.45
R1 88.94 88.94 85.83 87.43
PP 85.92 85.92 85.92 85.16
S1 82.18 82.18 84.59 80.67
S2 79.16 79.16 83.97
S3 72.40 75.42 83.35
S4 65.64 68.66 81.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.69 84.46 3.23 3.7% 2.32 2.7% 72% False False 32,623
10 89.65 78.16 11.49 13.2% 3.15 3.6% 75% False False 35,298
20 89.65 78.16 11.49 13.2% 2.78 3.2% 75% False False 31,788
40 95.35 78.16 17.19 19.8% 2.58 3.0% 50% False False 24,468
60 107.12 78.16 28.96 33.4% 2.30 2.7% 30% False False 20,674
80 109.50 78.16 31.34 36.1% 2.16 2.5% 28% False False 17,836
100 110.65 78.16 32.49 37.4% 2.05 2.4% 27% False False 16,452
120 110.65 78.16 32.49 37.4% 1.85 2.1% 27% False False 14,720
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 95.86
2.618 92.48
1.618 90.41
1.000 89.13
0.618 88.34
HIGH 87.06
0.618 86.27
0.500 86.03
0.382 85.78
LOW 84.99
0.618 83.71
1.000 82.92
1.618 81.64
2.618 79.57
4.250 76.19
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 86.54 86.48
PP 86.28 86.16
S1 86.03 85.84

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

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