NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 84.32 86.33 2.01 2.4% 87.94
High 86.07 86.33 0.26 0.3% 88.02
Low 84.15 85.34 1.19 1.4% 83.43
Close 85.66 85.88 0.22 0.3% 85.88
Range 1.92 0.99 -0.93 -48.4% 4.59
ATR 2.13 2.05 -0.08 -3.8% 0.00
Volume 5,419 6,448 1,029 19.0% 40,310
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.82 88.34 86.42
R3 87.83 87.35 86.15
R2 86.84 86.84 86.06
R1 86.36 86.36 85.97 86.11
PP 85.85 85.85 85.85 85.72
S1 85.37 85.37 85.79 85.12
S2 84.86 84.86 85.70
S3 83.87 84.38 85.61
S4 82.88 83.39 85.34
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 99.55 97.30 88.40
R3 94.96 92.71 87.14
R2 90.37 90.37 86.72
R1 88.12 88.12 86.30 86.95
PP 85.78 85.78 85.78 85.19
S1 83.53 83.53 85.46 82.36
S2 81.19 81.19 85.04
S3 76.60 78.94 84.62
S4 72.01 74.35 83.36
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 5.3% 2.18 2.5% 53% False False 8,062
10 88.54 83.11 5.43 6.3% 2.19 2.5% 51% False False 8,492
20 94.30 83.11 11.19 13.0% 1.98 2.3% 25% False False 6,570
40 107.14 83.11 24.03 28.0% 1.76 2.0% 12% False False 5,806
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 0.44
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 90.54
2.618 88.92
1.618 87.93
1.000 87.32
0.618 86.94
HIGH 86.33
0.618 85.95
0.500 85.84
0.382 85.72
LOW 85.34
0.618 84.73
1.000 84.35
1.618 83.74
2.618 82.75
4.250 81.13
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 85.87 85.67
PP 85.85 85.45
S1 85.84 85.24

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

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