NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 84.87 88.77 3.90 4.6% 81.26
High 89.15 90.03 0.88 1.0% 86.52
Low 84.87 87.65 2.78 3.3% 78.83
Close 88.80 88.37 -0.43 -0.5% 86.21
Range 4.28 2.38 -1.90 -44.4% 7.69
ATR 2.86 2.83 -0.03 -1.2% 0.00
Volume 26,657 20,309 -6,348 -23.8% 98,461
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.82 94.48 89.68
R3 93.44 92.10 89.02
R2 91.06 91.06 88.81
R1 89.72 89.72 88.59 89.20
PP 88.68 88.68 88.68 88.43
S1 87.34 87.34 88.15 86.82
S2 86.30 86.30 87.93
S3 83.92 84.96 87.72
S4 81.54 82.58 87.06
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.92 104.26 90.44
R3 99.23 96.57 88.32
R2 91.54 91.54 87.62
R1 88.88 88.88 86.91 90.21
PP 83.85 83.85 83.85 84.52
S1 81.19 81.19 85.51 82.52
S2 76.16 76.16 84.80
S3 68.47 73.50 84.10
S4 60.78 65.81 81.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.03 78.83 11.20 12.7% 3.88 4.4% 85% True False 23,508
10 90.03 78.83 11.20 12.7% 3.07 3.5% 85% True False 23,294
20 90.03 78.83 11.20 12.7% 2.87 3.2% 85% True False 20,537
40 98.85 78.83 20.02 22.7% 2.39 2.7% 48% False False 14,598
60 107.15 78.83 28.32 32.0% 2.08 2.4% 34% False False 12,853
80 109.80 78.83 30.97 35.0% 1.96 2.2% 31% False False 11,249
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.15
2.618 96.26
1.618 93.88
1.000 92.41
0.618 91.50
HIGH 90.03
0.618 89.12
0.500 88.84
0.382 88.56
LOW 87.65
0.618 86.18
1.000 85.27
1.618 83.80
2.618 81.42
4.250 77.54
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 88.84 87.81
PP 88.68 87.25
S1 88.53 86.69

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

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