NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 87.94 83.63 -4.31 -4.9% 84.83
High 88.02 85.31 -2.71 -3.1% 88.54
Low 83.43 83.47 0.04 0.0% 83.11
Close 84.63 85.20 0.57 0.7% 86.10
Range 4.59 1.84 -2.75 -59.9% 5.43
ATR 2.22 2.19 -0.03 -1.2% 0.00
Volume 15,820 6,686 -9,134 -57.7% 44,611
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.18 89.53 86.21
R3 88.34 87.69 85.71
R2 86.50 86.50 85.54
R1 85.85 85.85 85.37 86.18
PP 84.66 84.66 84.66 84.82
S1 84.01 84.01 85.03 84.34
S2 82.82 82.82 84.86
S3 80.98 82.17 84.69
S4 79.14 80.33 84.19
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 102.21 99.58 89.09
R3 96.78 94.15 87.59
R2 91.35 91.35 87.10
R1 88.72 88.72 86.60 90.04
PP 85.92 85.92 85.92 86.57
S1 83.29 83.29 85.60 84.61
S2 80.49 80.49 85.10
S3 75.06 77.86 84.61
S4 69.63 72.43 83.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.54 83.43 5.11 6.0% 2.74 3.2% 35% False False 9,805
10 91.37 83.11 8.26 9.7% 2.58 3.0% 25% False False 8,521
20 97.00 83.11 13.89 16.3% 2.06 2.4% 15% False False 6,389
40 107.14 83.11 24.03 28.2% 1.74 2.0% 9% False False 5,798
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.13
2.618 90.13
1.618 88.29
1.000 87.15
0.618 86.45
HIGH 85.31
0.618 84.61
0.500 84.39
0.382 84.17
LOW 83.47
0.618 82.33
1.000 81.63
1.618 80.49
2.618 78.65
4.250 75.65
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 84.93 85.73
PP 84.66 85.55
S1 84.39 85.38

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

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