NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 88.80 89.71 0.91 1.0% 85.92
High 90.10 90.89 0.79 0.9% 89.21
Low 88.10 89.00 0.90 1.0% 85.43
Close 90.06 90.67 0.61 0.7% 88.76
Range 2.00 1.89 -0.11 -5.5% 3.78
ATR 2.64 2.58 -0.05 -2.0% 0.00
Volume 35,291 44,060 8,769 24.8% 201,506
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.86 95.15 91.71
R3 93.97 93.26 91.19
R2 92.08 92.08 91.02
R1 91.37 91.37 90.84 91.73
PP 90.19 90.19 90.19 90.36
S1 89.48 89.48 90.50 89.84
S2 88.30 88.30 90.32
S3 86.41 87.59 90.15
S4 84.52 85.70 89.63
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 90.89 85.89 5.00 5.5% 2.02 2.2% 96% True False 39,531
10 90.89 85.10 5.79 6.4% 2.42 2.7% 96% True False 43,555
20 90.89 79.12 11.77 13.0% 2.70 3.0% 98% True False 46,668
40 94.45 79.12 15.33 16.9% 2.59 2.9% 75% False False 46,166
60 107.29 79.12 28.17 31.1% 2.35 2.6% 41% False False 46,426
80 110.02 79.12 30.90 34.1% 2.23 2.5% 37% False False 45,194
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.92
2.618 95.84
1.618 93.95
1.000 92.78
0.618 92.06
HIGH 90.89
0.618 90.17
0.500 89.95
0.382 89.72
LOW 89.00
0.618 87.83
1.000 87.11
1.618 85.94
2.618 84.05
4.250 80.97
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 90.43 90.16
PP 90.19 89.65
S1 89.95 89.14

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

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