NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 82.11 80.27 -1.84 -2.2% 81.60
High 82.52 86.99 4.47 5.4% 86.99
Low 79.12 80.16 1.04 1.3% 79.12
Close 79.47 86.67 7.20 9.1% 86.67
Range 3.40 6.83 3.43 100.9% 7.87
ATR 2.47 2.83 0.36 14.6% 0.00
Volume 40,225 55,053 14,828 36.9% 206,695
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 105.10 102.71 90.43
R3 98.27 95.88 88.55
R2 91.44 91.44 87.92
R1 89.05 89.05 87.30 90.25
PP 84.61 84.61 84.61 85.20
S1 82.22 82.22 86.04 83.42
S2 77.78 77.78 85.42
S3 70.95 75.39 84.79
S4 64.12 68.56 82.91
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 107.87 105.14 91.00
R3 100.00 97.27 88.83
R2 92.13 92.13 88.11
R1 89.40 89.40 87.39 90.77
PP 84.26 84.26 84.26 84.94
S1 81.53 81.53 85.95 82.90
S2 76.39 76.39 85.23
S3 68.52 73.66 84.51
S4 60.65 65.79 82.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.99 79.12 7.87 9.1% 3.10 3.6% 96% True False 41,339
10 87.11 79.12 7.99 9.2% 3.05 3.5% 94% False False 45,679
20 88.47 79.12 9.35 10.8% 2.80 3.2% 81% False False 48,619
40 103.94 79.12 24.82 28.6% 2.54 2.9% 30% False False 47,550
60 107.29 79.12 28.17 32.5% 2.21 2.5% 27% False False 46,221
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 0.50
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 116.02
2.618 104.87
1.618 98.04
1.000 93.82
0.618 91.21
HIGH 86.99
0.618 84.38
0.500 83.58
0.382 82.77
LOW 80.16
0.618 75.94
1.000 73.33
1.618 69.11
2.618 62.28
4.250 51.13
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 85.64 85.47
PP 84.61 84.26
S1 83.58 83.06

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

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