NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 79.74 81.26 1.52 1.9% 86.54
High 81.50 81.76 0.26 0.3% 86.54
Low 78.84 79.30 0.46 0.6% 78.84
Close 80.94 80.44 -0.50 -0.6% 80.94
Range 2.66 2.46 -0.20 -7.5% 7.70
ATR 2.45 2.45 0.00 0.0% 0.00
Volume 28,977 19,106 -9,871 -34.1% 98,464
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 87.88 86.62 81.79
R3 85.42 84.16 81.12
R2 82.96 82.96 80.89
R1 81.70 81.70 80.67 81.10
PP 80.50 80.50 80.50 80.20
S1 79.24 79.24 80.21 78.64
S2 78.04 78.04 79.99
S3 75.58 76.78 79.76
S4 73.12 74.32 79.09
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 105.21 100.77 85.18
R3 97.51 93.07 83.06
R2 89.81 89.81 82.35
R1 85.37 85.37 81.65 83.74
PP 82.11 82.11 82.11 81.29
S1 77.67 77.67 80.23 76.04
S2 74.41 74.41 79.53
S3 66.71 69.97 78.82
S4 59.01 62.27 76.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.69 78.84 6.85 8.5% 2.76 3.4% 23% False False 21,912
10 86.54 78.84 7.70 9.6% 2.41 3.0% 21% False False 19,818
20 93.25 78.84 14.41 17.9% 2.61 3.2% 11% False False 16,037
40 107.15 78.84 28.31 35.2% 2.18 2.7% 6% False False 12,687
60 107.51 78.84 28.67 35.6% 1.93 2.4% 6% False False 11,119
80 109.80 78.84 30.96 38.5% 1.77 2.2% 5% False False 10,017
Crabel Price Patterns
NR True
NR4 True
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.22
2.618 88.20
1.618 85.74
1.000 84.22
0.618 83.28
HIGH 81.76
0.618 80.82
0.500 80.53
0.382 80.24
LOW 79.30
0.618 77.78
1.000 76.84
1.618 75.32
2.618 72.86
4.250 68.85
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 80.53 80.57
PP 80.50 80.53
S1 80.47 80.48

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

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