NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 89.35 90.00 0.65 0.7% 91.88
High 91.06 91.08 0.02 0.0% 92.10
Low 88.69 89.74 1.05 1.2% 87.50
Close 90.00 90.79 0.79 0.9% 90.79
Range 2.37 1.34 -1.03 -43.5% 4.60
ATR 2.48 2.39 -0.08 -3.3% 0.00
Volume 31,337 17,084 -14,253 -45.5% 123,461
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.56 94.01 91.53
R3 93.22 92.67 91.16
R2 91.88 91.88 91.04
R1 91.33 91.33 90.91 91.61
PP 90.54 90.54 90.54 90.67
S1 89.99 89.99 90.67 90.27
S2 89.20 89.20 90.54
S3 87.86 88.65 90.42
S4 86.52 87.31 90.05
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 103.93 101.96 93.32
R3 99.33 97.36 92.06
R2 94.73 94.73 91.63
R1 92.76 92.76 91.21 91.45
PP 90.13 90.13 90.13 89.47
S1 88.16 88.16 90.37 86.85
S2 85.53 85.53 89.95
S3 80.93 83.56 89.53
S4 76.33 78.96 88.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.10 87.50 4.60 5.1% 2.28 2.5% 72% False False 24,692
10 93.72 87.50 6.22 6.9% 2.11 2.3% 53% False False 25,355
20 93.72 79.80 13.92 15.3% 2.53 2.8% 79% False False 24,722
40 93.72 78.83 14.89 16.4% 2.54 2.8% 80% False False 21,204
60 106.34 78.83 27.51 30.3% 2.34 2.6% 43% False False 17,214
80 107.15 78.83 28.32 31.2% 2.08 2.3% 42% False False 14,964
100 109.80 78.83 30.97 34.1% 1.96 2.2% 39% False False 13,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.50
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 96.78
2.618 94.59
1.618 93.25
1.000 92.42
0.618 91.91
HIGH 91.08
0.618 90.57
0.500 90.41
0.382 90.25
LOW 89.74
0.618 88.91
1.000 88.40
1.618 87.57
2.618 86.23
4.250 84.05
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 90.66 90.29
PP 90.54 89.79
S1 90.41 89.29

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

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