NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 82.82 84.90 2.08 2.5% 84.83
High 85.20 85.42 0.22 0.3% 88.47
Low 82.76 83.75 0.99 1.2% 82.71
Close 84.89 84.17 -0.72 -0.8% 85.77
Range 2.44 1.67 -0.77 -31.6% 5.76
ATR 2.53 2.47 -0.06 -2.4% 0.00
Volume 46,675 44,558 -2,117 -4.5% 292,529
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.46 88.48 85.09
R3 87.79 86.81 84.63
R2 86.12 86.12 84.48
R1 85.14 85.14 84.32 84.80
PP 84.45 84.45 84.45 84.27
S1 83.47 83.47 84.02 83.13
S2 82.78 82.78 83.86
S3 81.11 81.80 83.71
S4 79.44 80.13 83.25
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 102.93 100.11 88.94
R3 97.17 94.35 87.35
R2 91.41 91.41 86.83
R1 88.59 88.59 86.30 90.00
PP 85.65 85.65 85.65 86.36
S1 82.83 82.83 85.24 84.24
S2 79.89 79.89 84.71
S3 74.13 77.07 84.19
S4 68.37 71.31 82.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.47 82.76 5.71 6.8% 3.10 3.7% 25% False False 53,726
10 89.60 82.71 6.89 8.2% 2.87 3.4% 21% False False 55,110
20 95.71 82.71 13.00 15.4% 2.44 2.9% 11% False False 47,614
40 107.29 82.71 24.58 29.2% 2.13 2.5% 6% False False 47,565
60 110.02 82.71 27.31 32.4% 2.05 2.4% 5% False False 45,079
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.70
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.52
2.618 89.79
1.618 88.12
1.000 87.09
0.618 86.45
HIGH 85.42
0.618 84.78
0.500 84.59
0.382 84.39
LOW 83.75
0.618 82.72
1.000 82.08
1.618 81.05
2.618 79.38
4.250 76.65
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 84.59 85.48
PP 84.45 85.04
S1 84.31 84.61

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

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