NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 86.20 85.34 -0.86 -1.0% 86.21
High 87.04 87.60 0.56 0.6% 90.03
Low 84.91 85.34 0.43 0.5% 83.34
Close 85.16 87.02 1.86 2.2% 85.66
Range 2.13 2.26 0.13 6.1% 6.69
ATR 2.76 2.74 -0.02 -0.8% 0.00
Volume 20,941 22,696 1,755 8.4% 106,112
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.43 92.49 88.26
R3 91.17 90.23 87.64
R2 88.91 88.91 87.43
R1 87.97 87.97 87.23 88.44
PP 86.65 86.65 86.65 86.89
S1 85.71 85.71 86.81 86.18
S2 84.39 84.39 86.61
S3 82.13 83.45 86.40
S4 79.87 81.19 85.78
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 84.91 5.12 5.9% 2.35 2.7% 41% False False 24,516
10 90.03 78.83 11.20 12.9% 3.07 3.5% 73% False False 23,685
20 90.03 78.83 11.20 12.9% 2.68 3.1% 73% False False 21,444
40 96.74 78.83 17.91 20.6% 2.48 2.8% 46% False False 16,129
60 107.15 78.83 28.32 32.5% 2.15 2.5% 29% False False 13,954
80 109.80 78.83 30.97 35.6% 2.01 2.3% 26% False False 12,123
100 110.08 78.83 31.25 35.9% 1.85 2.1% 26% False False 11,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.21
2.618 93.52
1.618 91.26
1.000 89.86
0.618 89.00
HIGH 87.60
0.618 86.74
0.500 86.47
0.382 86.20
LOW 85.34
0.618 83.94
1.000 83.08
1.618 81.68
2.618 79.42
4.250 75.74
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 86.84 86.77
PP 86.65 86.52
S1 86.47 86.27

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

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