NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 85.71 86.10 0.39 0.5% 86.89
High 86.22 87.11 0.89 1.0% 88.20
Low 85.03 83.68 -1.35 -1.6% 82.76
Close 85.58 84.88 -0.70 -0.8% 85.58
Range 1.19 3.43 2.24 188.2% 5.44
ATR 2.35 2.42 0.08 3.3% 0.00
Volume 37,970 28,192 -9,778 -25.8% 223,065
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 95.51 93.63 86.77
R3 92.08 90.20 85.82
R2 88.65 88.65 85.51
R1 86.77 86.77 85.19 86.00
PP 85.22 85.22 85.22 84.84
S1 83.34 83.34 84.57 82.57
S2 81.79 81.79 84.25
S3 78.36 79.91 83.94
S4 74.93 76.48 82.99
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.83 99.15 88.57
R3 96.39 93.71 87.08
R2 90.95 90.95 86.58
R1 88.27 88.27 86.08 86.89
PP 85.51 85.51 85.51 84.83
S1 82.83 82.83 85.08 81.45
S2 80.07 80.07 84.58
S3 74.63 77.39 84.08
S4 69.19 71.95 82.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.11 82.76 4.35 5.1% 2.14 2.5% 49% True False 38,913
10 88.47 82.76 5.71 6.7% 2.59 3.1% 37% False False 47,942
20 94.45 82.71 11.74 13.8% 2.48 2.9% 18% False False 45,663
40 107.29 82.71 24.58 29.0% 2.18 2.6% 9% False False 46,305
60 110.02 82.71 27.31 32.2% 2.07 2.4% 8% False False 44,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.69
2.618 96.09
1.618 92.66
1.000 90.54
0.618 89.23
HIGH 87.11
0.618 85.80
0.500 85.40
0.382 84.99
LOW 83.68
0.618 81.56
1.000 80.25
1.618 78.13
2.618 74.70
4.250 69.10
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 85.40 85.40
PP 85.22 85.22
S1 85.05 85.05

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

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