NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 85.80 82.76 -3.04 -3.5% 87.94
High 86.37 82.97 -3.40 -3.9% 88.02
Low 82.96 80.00 -2.96 -3.6% 83.43
Close 83.41 80.26 -3.15 -3.8% 85.88
Range 3.41 2.97 -0.44 -12.9% 4.59
ATR 2.18 2.27 0.09 4.0% 0.00
Volume 4,340 17,540 13,200 304.1% 40,310
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.99 88.09 81.89
R3 87.02 85.12 81.08
R2 84.05 84.05 80.80
R1 82.15 82.15 80.53 81.62
PP 81.08 81.08 81.08 80.81
S1 79.18 79.18 79.99 78.65
S2 78.11 78.11 79.72
S3 75.14 76.21 79.44
S4 72.17 73.24 78.63
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 80.00 6.59 8.2% 2.39 3.0% 4% False True 7,675
10 88.02 80.00 8.02 10.0% 2.43 3.0% 3% False True 8,075
20 93.53 80.00 13.53 16.9% 2.25 2.8% 2% False True 7,365
40 107.14 80.00 27.14 33.8% 1.93 2.4% 1% False True 6,289
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.59
2.618 90.75
1.618 87.78
1.000 85.94
0.618 84.81
HIGH 82.97
0.618 81.84
0.500 81.49
0.382 81.13
LOW 80.00
0.618 78.16
1.000 77.03
1.618 75.19
2.618 72.22
4.250 67.38
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 81.49 83.19
PP 81.08 82.21
S1 80.67 81.24

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

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