NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 85.34 87.06 1.72 2.0% 86.21
High 87.60 87.48 -0.12 -0.1% 90.03
Low 85.34 85.43 0.09 0.1% 83.34
Close 87.02 87.22 0.20 0.2% 85.66
Range 2.26 2.05 -0.21 -9.3% 6.69
ATR 2.74 2.69 -0.05 -1.8% 0.00
Volume 22,696 24,893 2,197 9.7% 106,112
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.86 92.09 88.35
R3 90.81 90.04 87.78
R2 88.76 88.76 87.60
R1 87.99 87.99 87.41 88.38
PP 86.71 86.71 86.71 86.90
S1 85.94 85.94 87.03 86.33
S2 84.66 84.66 86.84
S3 82.61 83.89 86.66
S4 80.56 81.84 86.09
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 88.05 84.91 3.14 3.6% 2.28 2.6% 74% False False 25,433
10 90.03 78.83 11.20 12.8% 3.08 3.5% 75% False False 24,471
20 90.03 78.83 11.20 12.8% 2.70 3.1% 75% False False 21,736
40 95.40 78.83 16.57 19.0% 2.47 2.8% 51% False False 16,568
60 107.15 78.83 28.32 32.5% 2.16 2.5% 30% False False 14,162
80 109.30 78.83 30.47 34.9% 2.03 2.3% 28% False False 12,366
100 110.08 78.83 31.25 35.8% 1.87 2.1% 27% False False 11,495
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 96.19
2.618 92.85
1.618 90.80
1.000 89.53
0.618 88.75
HIGH 87.48
0.618 86.70
0.500 86.46
0.382 86.21
LOW 85.43
0.618 84.16
1.000 83.38
1.618 82.11
2.618 80.06
4.250 76.72
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 86.97 86.90
PP 86.71 86.58
S1 86.46 86.26

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

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