NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 88.40 89.31 0.91 1.0% 87.91
High 89.64 90.76 1.12 1.2% 93.50
Low 87.14 88.36 1.22 1.4% 87.16
Close 89.25 89.67 0.42 0.5% 92.10
Range 2.50 2.40 -0.10 -4.0% 6.34
ATR 2.55 2.54 -0.01 -0.4% 0.00
Volume 54,178 53,774 -404 -0.7% 201,565
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 96.80 95.63 90.99
R3 94.40 93.23 90.33
R2 92.00 92.00 90.11
R1 90.83 90.83 89.89 91.42
PP 89.60 89.60 89.60 89.89
S1 88.43 88.43 89.45 89.02
S2 87.20 87.20 89.23
S3 84.80 86.03 89.01
S4 82.40 83.63 88.35
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 109.94 107.36 95.59
R3 103.60 101.02 93.84
R2 97.26 97.26 93.26
R1 94.68 94.68 92.68 95.97
PP 90.92 90.92 90.92 91.57
S1 88.34 88.34 91.52 89.63
S2 84.58 84.58 90.94
S3 78.24 82.00 90.36
S4 71.90 75.66 88.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.86 87.14 5.72 6.4% 2.39 2.7% 44% False False 47,850
10 93.50 86.39 7.11 7.9% 2.23 2.5% 46% False False 40,848
20 93.50 78.16 15.34 17.1% 2.69 3.0% 75% False False 38,073
40 93.50 78.16 15.34 17.1% 2.66 3.0% 75% False False 31,470
60 106.72 78.16 28.56 31.9% 2.47 2.7% 40% False False 26,013
80 107.15 78.16 28.99 32.3% 2.21 2.5% 40% False False 22,048
100 109.80 78.16 31.64 35.3% 2.10 2.3% 36% False False 19,453
120 110.65 78.16 32.49 36.2% 1.96 2.2% 35% False False 17,755
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.96
2.618 97.04
1.618 94.64
1.000 93.16
0.618 92.24
HIGH 90.76
0.618 89.84
0.500 89.56
0.382 89.28
LOW 88.36
0.618 86.88
1.000 85.96
1.618 84.48
2.618 82.08
4.250 78.16
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 89.63 89.43
PP 89.60 89.19
S1 89.56 88.95

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

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