NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 92.88 91.88 -1.00 -1.1% 88.46
High 93.10 92.10 -1.00 -1.1% 93.72
Low 91.48 88.53 -2.95 -3.2% 87.70
Close 92.39 88.73 -3.66 -4.0% 92.39
Range 1.62 3.57 1.95 120.4% 6.02
ATR 2.45 2.55 0.10 4.1% 0.00
Volume 34,760 24,554 -10,206 -29.4% 130,095
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 100.50 98.18 90.69
R3 96.93 94.61 89.71
R2 93.36 93.36 89.38
R1 91.04 91.04 89.06 90.42
PP 89.79 89.79 89.79 89.47
S1 87.47 87.47 88.40 86.85
S2 86.22 86.22 88.08
S3 82.65 83.90 87.75
S4 79.08 80.33 86.77
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 109.33 106.88 95.70
R3 103.31 100.86 94.05
R2 97.29 97.29 93.49
R1 94.84 94.84 92.94 96.07
PP 91.27 91.27 91.27 91.88
S1 88.82 88.82 91.84 90.05
S2 85.25 85.25 91.29
S3 79.23 82.80 90.73
S4 73.21 76.78 89.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.72 88.53 5.19 5.8% 2.26 2.6% 4% False True 26,841
10 93.72 84.91 8.81 9.9% 2.15 2.4% 43% False False 24,098
20 93.72 78.83 14.89 16.8% 2.57 2.9% 66% False False 23,464
40 93.72 78.83 14.89 16.8% 2.55 2.9% 66% False False 19,410
60 107.15 78.83 28.32 31.9% 2.28 2.6% 35% False False 16,066
80 107.55 78.83 28.72 32.4% 2.09 2.4% 34% False False 14,009
100 109.80 78.83 30.97 34.9% 1.92 2.2% 32% False False 12,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 107.27
2.618 101.45
1.618 97.88
1.000 95.67
0.618 94.31
HIGH 92.10
0.618 90.74
0.500 90.32
0.382 89.89
LOW 88.53
0.618 86.32
1.000 84.96
1.618 82.75
2.618 79.18
4.250 73.36
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 90.32 91.13
PP 89.79 90.33
S1 89.26 89.53

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

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