NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 89.97 90.31 0.34 0.4% 92.07
High 91.46 91.48 0.02 0.0% 92.53
Low 89.07 90.11 1.04 1.2% 87.84
Close 90.39 91.23 0.84 0.9% 91.23
Range 2.39 1.37 -1.02 -42.7% 4.69
ATR 2.51 2.43 -0.08 -3.2% 0.00
Volume 37,017 26,487 -10,530 -28.4% 186,557
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.05 94.51 91.98
R3 93.68 93.14 91.61
R2 92.31 92.31 91.48
R1 91.77 91.77 91.36 92.04
PP 90.94 90.94 90.94 91.08
S1 90.40 90.40 91.10 90.67
S2 89.57 89.57 90.98
S3 88.20 89.03 90.85
S4 86.83 87.66 90.48
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 104.60 102.61 93.81
R3 99.91 97.92 92.52
R2 95.22 95.22 92.09
R1 93.23 93.23 91.66 91.88
PP 90.53 90.53 90.53 89.86
S1 88.54 88.54 90.80 87.19
S2 85.84 85.84 90.37
S3 81.15 83.85 89.94
S4 76.46 79.16 88.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.53 87.84 4.69 5.1% 2.32 2.5% 72% False False 37,311
10 94.08 87.84 6.24 6.8% 2.13 2.3% 54% False False 44,427
20 94.08 80.16 13.92 15.3% 2.56 2.8% 80% False False 46,237
40 94.08 79.12 14.96 16.4% 2.61 2.9% 81% False False 47,618
60 106.25 79.12 27.13 29.7% 2.47 2.7% 45% False False 47,191
80 107.29 79.12 28.17 30.9% 2.24 2.5% 43% False False 46,038
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 0.53
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.30
2.618 95.07
1.618 93.70
1.000 92.85
0.618 92.33
HIGH 91.48
0.618 90.96
0.500 90.80
0.382 90.63
LOW 90.11
0.618 89.26
1.000 88.74
1.618 87.89
2.618 86.52
4.250 84.29
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 91.09 90.71
PP 90.94 90.18
S1 90.80 89.66

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

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