NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 88.46 89.39 0.93 1.1% 85.46
High 89.62 90.48 0.86 1.0% 88.69
Low 87.70 88.60 0.90 1.0% 84.91
Close 89.58 90.25 0.67 0.7% 88.27
Range 1.92 1.88 -0.04 -2.1% 3.78
ATR 2.58 2.53 -0.05 -1.9% 0.00
Volume 20,440 17,793 -2,647 -13.0% 110,060
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.42 94.71 91.28
R3 93.54 92.83 90.77
R2 91.66 91.66 90.59
R1 90.95 90.95 90.42 91.31
PP 89.78 89.78 89.78 89.95
S1 89.07 89.07 90.08 89.43
S2 87.90 87.90 89.91
S3 86.02 87.19 89.73
S4 84.14 85.31 89.22
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.63 97.23 90.35
R3 94.85 93.45 89.31
R2 91.07 91.07 88.96
R1 89.67 89.67 88.62 90.37
PP 87.29 87.29 87.29 87.64
S1 85.89 85.89 87.92 86.59
S2 83.51 83.51 87.58
S3 79.73 82.11 87.23
S4 75.95 78.33 86.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.48 85.34 5.14 5.7% 1.99 2.2% 96% True False 20,724
10 90.48 84.87 5.61 6.2% 2.37 2.6% 96% True False 23,016
20 90.48 78.83 11.65 12.9% 2.66 3.0% 98% True False 22,166
40 94.19 78.83 15.36 17.0% 2.48 2.8% 74% False False 17,249
60 107.15 78.83 28.32 31.4% 2.19 2.4% 40% False False 14,644
80 109.21 78.83 30.38 33.7% 2.04 2.3% 38% False False 12,839
100 110.08 78.83 31.25 34.6% 1.89 2.1% 37% False False 11,830
Crabel Price Patterns
NR True
NR4 False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.47
2.618 95.40
1.618 93.52
1.000 92.36
0.618 91.64
HIGH 90.48
0.618 89.76
0.500 89.54
0.382 89.32
LOW 88.60
0.618 87.44
1.000 86.72
1.618 85.56
2.618 83.68
4.250 80.61
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 90.01 89.73
PP 89.78 89.20
S1 89.54 88.68

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

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