NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 85.92 87.00 1.08 1.3% 86.50
High 88.10 87.56 -0.54 -0.6% 90.36
Low 85.92 85.43 -0.49 -0.6% 83.79
Close 87.66 85.68 -1.98 -2.3% 86.13
Range 2.18 2.13 -0.05 -2.3% 6.57
ATR 2.87 2.82 -0.05 -1.6% 0.00
Volume 45,569 37,633 -7,936 -17.4% 223,914
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.61 91.28 86.85
R3 90.48 89.15 86.27
R2 88.35 88.35 86.07
R1 87.02 87.02 85.88 86.62
PP 86.22 86.22 86.22 86.03
S1 84.89 84.89 85.48 84.49
S2 84.09 84.09 85.29
S3 81.96 82.76 85.09
S4 79.83 80.63 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 85.10 5.26 6.1% 2.81 3.3% 11% False False 47,580
10 90.36 79.12 11.24 13.1% 3.03 3.5% 58% False False 46,799
20 90.36 79.12 11.24 13.1% 2.73 3.2% 58% False False 46,514
40 97.33 79.12 18.21 21.3% 2.59 3.0% 36% False False 46,543
60 107.29 79.12 28.17 32.9% 2.32 2.7% 23% False False 46,984
80 110.02 79.12 30.90 36.1% 2.21 2.6% 21% False False 45,287
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 0.43
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 96.61
2.618 93.14
1.618 91.01
1.000 89.69
0.618 88.88
HIGH 87.56
0.618 86.75
0.500 86.50
0.382 86.24
LOW 85.43
0.618 84.11
1.000 83.30
1.618 81.98
2.618 79.85
4.250 76.38
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 86.50 87.04
PP 86.22 86.59
S1 85.95 86.13

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

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