NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 88.05 85.46 -2.59 -2.9% 86.21
High 88.05 87.62 -0.43 -0.5% 90.03
Low 85.24 85.46 0.22 0.3% 83.34
Close 85.66 87.18 1.52 1.8% 85.66
Range 2.81 2.16 -0.65 -23.1% 6.69
ATR 2.85 2.80 -0.05 -1.7% 0.00
Volume 34,909 23,728 -11,181 -32.0% 106,112
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.23 92.37 88.37
R3 91.07 90.21 87.77
R2 88.91 88.91 87.58
R1 88.05 88.05 87.38 88.48
PP 86.75 86.75 86.75 86.97
S1 85.89 85.89 86.98 86.32
S2 84.59 84.59 86.78
S3 82.43 83.73 86.59
S4 80.27 81.57 85.99
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.41 102.73 89.34
R3 99.72 96.04 87.50
R2 93.03 93.03 86.89
R1 89.35 89.35 86.27 87.85
PP 86.34 86.34 86.34 85.59
S1 82.66 82.66 85.05 81.16
S2 79.65 79.65 84.43
S3 72.96 75.97 83.82
S4 66.27 69.28 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 83.34 6.69 7.7% 2.90 3.3% 57% False False 25,968
10 90.03 78.83 11.20 12.8% 2.98 3.4% 75% False False 22,830
20 90.03 78.83 11.20 12.8% 2.83 3.2% 75% False False 21,726
40 98.26 78.83 19.43 22.3% 2.44 2.8% 43% False False 15,487
60 107.15 78.83 28.32 32.5% 2.12 2.4% 29% False False 13,520
80 109.80 78.83 30.97 35.5% 1.99 2.3% 27% False False 11,815
100 110.08 78.83 31.25 35.8% 1.81 2.1% 27% False False 11,033
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.80
2.618 93.27
1.618 91.11
1.000 89.78
0.618 88.95
HIGH 87.62
0.618 86.79
0.500 86.54
0.382 86.29
LOW 85.46
0.618 84.13
1.000 83.30
1.618 81.97
2.618 79.81
4.250 76.28
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 86.97 87.64
PP 86.75 87.48
S1 86.54 87.33

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

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