NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 89.20 88.19 -1.01 -1.1% 86.50
High 90.36 88.65 -1.71 -1.9% 90.36
Low 88.04 85.71 -2.33 -2.6% 83.79
Close 88.82 86.13 -2.69 -3.0% 86.13
Range 2.32 2.94 0.62 26.7% 6.57
ATR 2.91 2.92 0.01 0.5% 0.00
Volume 57,765 56,665 -1,100 -1.9% 223,914
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.65 93.83 87.75
R3 92.71 90.89 86.94
R2 89.77 89.77 86.67
R1 87.95 87.95 86.40 87.39
PP 86.83 86.83 86.83 86.55
S1 85.01 85.01 85.86 84.45
S2 83.89 83.89 85.59
S3 80.95 82.07 85.32
S4 78.01 79.13 84.51
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.47 102.87 89.74
R3 99.90 96.30 87.94
R2 93.33 93.33 87.33
R1 89.73 89.73 86.73 88.25
PP 86.76 86.76 86.76 86.02
S1 83.16 83.16 85.53 81.68
S2 80.19 80.19 84.93
S3 73.62 76.59 84.32
S4 67.05 70.02 82.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.36 80.16 10.20 11.8% 3.87 4.5% 59% False False 55,793
10 90.36 79.12 11.24 13.1% 3.07 3.6% 62% False False 49,464
20 90.36 79.12 11.24 13.1% 2.92 3.4% 62% False False 48,129
40 99.00 79.12 19.88 23.1% 2.55 3.0% 35% False False 46,588
60 107.29 79.12 28.17 32.7% 2.29 2.7% 25% False False 47,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.15
2.618 96.35
1.618 93.41
1.000 91.59
0.618 90.47
HIGH 88.65
0.618 87.53
0.500 87.18
0.382 86.83
LOW 85.71
0.618 83.89
1.000 82.77
1.618 80.95
2.618 78.01
4.250 73.22
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 87.18 87.73
PP 86.83 87.20
S1 86.48 86.66

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

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