NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 87.45 88.80 1.35 1.5% 85.92
High 89.21 90.10 0.89 1.0% 89.21
Low 87.39 88.10 0.71 0.8% 85.43
Close 88.76 90.06 1.30 1.5% 88.76
Range 1.82 2.00 0.18 9.9% 3.78
ATR 2.68 2.64 -0.05 -1.8% 0.00
Volume 40,388 35,291 -5,097 -12.6% 201,506
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.42 94.74 91.16
R3 93.42 92.74 90.61
R2 91.42 91.42 90.43
R1 90.74 90.74 90.24 91.08
PP 89.42 89.42 89.42 89.59
S1 88.74 88.74 89.88 89.08
S2 87.42 87.42 89.69
S3 85.42 86.74 89.51
S4 83.42 84.74 88.96
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 99.14 97.73 90.84
R3 95.36 93.95 89.80
R2 91.58 91.58 89.45
R1 90.17 90.17 89.11 90.88
PP 87.80 87.80 87.80 88.15
S1 86.39 86.39 88.41 87.10
S2 84.02 84.02 88.07
S3 80.24 82.61 87.72
S4 76.46 78.83 86.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.10 85.43 4.67 5.2% 2.07 2.3% 99% True False 38,245
10 90.36 83.79 6.57 7.3% 2.51 2.8% 95% False False 46,071
20 90.36 79.12 11.24 12.5% 2.78 3.1% 97% False False 45,875
40 94.45 79.12 15.33 17.0% 2.58 2.9% 71% False False 46,274
60 107.29 79.12 28.17 31.3% 2.34 2.6% 39% False False 46,354
80 110.02 79.12 30.90 34.3% 2.23 2.5% 35% False False 45,077
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.60
2.618 95.34
1.618 93.34
1.000 92.10
0.618 91.34
HIGH 90.10
0.618 89.34
0.500 89.10
0.382 88.86
LOW 88.10
0.618 86.86
1.000 86.10
1.618 84.86
2.618 82.86
4.250 79.60
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 89.74 89.37
PP 89.42 88.69
S1 89.10 88.00

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

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