NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 86.54 84.80 -1.74 -2.0% 87.94
High 86.59 86.30 -0.29 -0.3% 88.02
Low 84.03 84.26 0.23 0.3% 83.43
Close 85.18 85.97 0.79 0.9% 85.88
Range 2.56 2.04 -0.52 -20.3% 4.59
ATR 2.09 2.08 0.00 -0.2% 0.00
Volume 4,617 5,433 816 17.7% 40,310
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 91.63 90.84 87.09
R3 89.59 88.80 86.53
R2 87.55 87.55 86.34
R1 86.76 86.76 86.16 87.16
PP 85.51 85.51 85.51 85.71
S1 84.72 84.72 85.78 85.12
S2 83.47 83.47 85.60
S3 81.43 82.68 85.41
S4 79.39 80.64 84.85
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 86.59 84.03 2.56 3.0% 1.81 2.1% 76% False False 5,570
10 88.54 83.43 5.11 5.9% 2.28 2.6% 50% False False 7,688
20 93.90 83.11 10.79 12.6% 2.07 2.4% 27% False False 6,716
40 107.14 83.11 24.03 28.0% 1.81 2.1% 12% False False 5,877
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.97
2.618 91.64
1.618 89.60
1.000 88.34
0.618 87.56
HIGH 86.30
0.618 85.52
0.500 85.28
0.382 85.04
LOW 84.26
0.618 83.00
1.000 82.22
1.618 80.96
2.618 78.92
4.250 75.59
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 85.74 85.75
PP 85.51 85.53
S1 85.28 85.31

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

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