NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 80.95 81.38 0.43 0.5% 86.54
High 81.73 82.63 0.90 1.1% 86.59
Low 80.54 81.27 0.73 0.9% 80.00
Close 81.46 82.31 0.85 1.0% 81.70
Range 1.19 1.36 0.17 14.3% 6.59
ATR 2.13 2.08 -0.06 -2.6% 0.00
Volume 8,358 12,374 4,016 48.0% 47,008
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.15 85.59 83.06
R3 84.79 84.23 82.68
R2 83.43 83.43 82.56
R1 82.87 82.87 82.43 83.15
PP 82.07 82.07 82.07 82.21
S1 81.51 81.51 82.19 81.79
S2 80.71 80.71 82.06
S3 79.35 80.15 81.94
S4 77.99 78.79 81.56
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 82.97 80.00 2.97 3.6% 1.78 2.2% 78% False False 12,629
10 86.59 80.00 6.59 8.0% 1.98 2.4% 35% False False 8,940
20 89.67 80.00 9.67 11.7% 2.23 2.7% 24% False False 8,744
40 106.82 80.00 26.82 32.6% 1.98 2.4% 9% False False 7,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.41
2.618 86.19
1.618 84.83
1.000 83.99
0.618 83.47
HIGH 82.63
0.618 82.11
0.500 81.95
0.382 81.79
LOW 81.27
0.618 80.43
1.000 79.91
1.618 79.07
2.618 77.71
4.250 75.49
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 82.19 82.00
PP 82.07 81.69
S1 81.95 81.39

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

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