NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 84.72 84.32 -0.40 -0.5% 84.83
High 85.70 86.07 0.37 0.4% 88.54
Low 84.15 84.15 0.00 0.0% 83.11
Close 84.48 85.66 1.18 1.4% 86.10
Range 1.55 1.92 0.37 23.9% 5.43
ATR 2.15 2.13 -0.02 -0.8% 0.00
Volume 5,937 5,419 -518 -8.7% 44,611
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 91.05 90.28 86.72
R3 89.13 88.36 86.19
R2 87.21 87.21 86.01
R1 86.44 86.44 85.84 86.83
PP 85.29 85.29 85.29 85.49
S1 84.52 84.52 85.48 84.91
S2 83.37 83.37 85.31
S3 81.45 82.60 85.13
S4 79.53 80.68 84.60
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 88.02 83.43 4.59 5.4% 2.46 2.9% 49% False False 8,476
10 88.54 83.11 5.43 6.3% 2.48 2.9% 47% False False 8,621
20 95.49 83.11 12.38 14.5% 2.02 2.4% 21% False False 6,567
40 107.14 83.11 24.03 28.1% 1.75 2.0% 11% False False 5,800
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.23
2.618 91.10
1.618 89.18
1.000 87.99
0.618 87.26
HIGH 86.07
0.618 85.34
0.500 85.11
0.382 84.88
LOW 84.15
0.618 82.96
1.000 82.23
1.618 81.04
2.618 79.12
4.250 75.99
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 85.48 85.36
PP 85.29 85.07
S1 85.11 84.77

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

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