NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 81.36 80.95 -0.41 -0.5% 86.54
High 81.44 81.73 0.29 0.4% 86.59
Low 80.14 80.54 0.40 0.5% 80.00
Close 81.24 81.46 0.22 0.3% 81.70
Range 1.30 1.19 -0.11 -8.5% 6.59
ATR 2.20 2.13 -0.07 -3.3% 0.00
Volume 9,799 8,358 -1,441 -14.7% 47,008
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.81 84.33 82.11
R3 83.62 83.14 81.79
R2 82.43 82.43 81.68
R1 81.95 81.95 81.57 82.19
PP 81.24 81.24 81.24 81.37
S1 80.76 80.76 81.35 81.00
S2 80.05 80.05 81.24
S3 78.86 79.57 81.13
S4 77.67 78.38 80.81
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% 2.19 2.7% 23% False False 11,023
10 86.59 80.00 6.59 8.1% 2.00 2.5% 22% False False 8,296
20 91.37 80.00 11.37 14.0% 2.29 2.8% 13% False False 8,408
40 107.14 80.00 27.14 33.3% 1.98 2.4% 5% False False 6,820
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.79
2.618 84.85
1.618 83.66
1.000 82.92
0.618 82.47
HIGH 81.73
0.618 81.28
0.500 81.14
0.382 80.99
LOW 80.54
0.618 79.80
1.000 79.35
1.618 78.61
2.618 77.42
4.250 75.48
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 81.35 81.32
PP 81.24 81.18
S1 81.14 81.04

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

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