NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 80.32 81.36 1.04 1.3% 86.54
High 82.07 81.44 -0.63 -0.8% 86.59
Low 80.00 80.14 0.14 0.2% 80.00
Close 81.70 81.24 -0.46 -0.6% 81.70
Range 2.07 1.30 -0.77 -37.2% 6.59
ATR 2.25 2.20 -0.05 -2.2% 0.00
Volume 15,078 9,799 -5,279 -35.0% 47,008
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.84 84.34 81.96
R3 83.54 83.04 81.60
R2 82.24 82.24 81.48
R1 81.74 81.74 81.36 81.34
PP 80.94 80.94 80.94 80.74
S1 80.44 80.44 81.12 80.04
S2 79.64 79.64 81.00
S3 78.34 79.14 80.88
S4 77.04 77.84 80.53
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 102.53 98.71 85.32
R3 95.94 92.12 83.51
R2 89.35 89.35 82.91
R1 85.53 85.53 82.30 84.15
PP 82.76 82.76 82.76 82.07
S1 78.94 78.94 81.10 77.56
S2 76.17 76.17 80.49
S3 69.58 72.35 79.89
S4 62.99 65.76 78.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.37 80.00 6.37 7.8% 2.36 2.9% 19% False False 10,438
10 86.59 80.00 6.59 8.1% 2.07 2.5% 19% False False 8,129
20 93.53 80.00 13.53 16.7% 2.31 2.8% 9% False False 8,086
40 107.14 80.00 27.14 33.4% 1.98 2.4% 5% False False 6,704
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.27
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.97
2.618 84.84
1.618 83.54
1.000 82.74
0.618 82.24
HIGH 81.44
0.618 80.94
0.500 80.79
0.382 80.64
LOW 80.14
0.618 79.34
1.000 78.84
1.618 78.04
2.618 76.74
4.250 74.62
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 81.09 81.49
PP 80.94 81.40
S1 80.79 81.32

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

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