NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 85.89 87.79 1.90 2.2% 86.50
High 88.14 88.06 -0.08 -0.1% 90.36
Low 85.89 85.90 0.01 0.0% 83.79
Close 87.54 87.73 0.19 0.2% 86.13
Range 2.25 2.16 -0.09 -4.0% 6.57
ATR 2.80 2.75 -0.05 -1.6% 0.00
Volume 36,676 41,240 4,564 12.4% 223,914
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.71 92.88 88.92
R3 91.55 90.72 88.32
R2 89.39 89.39 88.13
R1 88.56 88.56 87.93 87.90
PP 87.23 87.23 87.23 86.90
S1 86.40 86.40 87.53 85.74
S2 85.07 85.07 87.33
S3 82.91 84.24 87.14
S4 80.75 82.08 86.54
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 88.65 85.43 3.22 3.7% 2.33 2.7% 71% False False 43,556
10 90.36 79.12 11.24 12.8% 3.15 3.6% 77% False False 48,031
20 90.36 79.12 11.24 12.8% 2.74 3.1% 77% False False 45,848
40 95.71 79.12 16.59 18.9% 2.59 3.0% 52% False False 46,731
60 107.29 79.12 28.17 32.1% 2.33 2.7% 31% False False 46,993
80 110.02 79.12 30.90 35.2% 2.23 2.5% 28% False False 45,271
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.24
2.618 93.71
1.618 91.55
1.000 90.22
0.618 89.39
HIGH 88.06
0.618 87.23
0.500 86.98
0.382 86.73
LOW 85.90
0.618 84.57
1.000 83.74
1.618 82.41
2.618 80.25
4.250 76.72
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 87.48 87.42
PP 87.23 87.10
S1 86.98 86.79

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

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