NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 81.38 82.62 1.24 1.5% 86.54
High 82.63 82.88 0.25 0.3% 86.59
Low 81.27 79.69 -1.58 -1.9% 80.00
Close 82.31 79.93 -2.38 -2.9% 81.70
Range 1.36 3.19 1.83 134.6% 6.59
ATR 2.08 2.16 0.08 3.8% 0.00
Volume 12,374 8,213 -4,161 -33.6% 47,008
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.40 88.36 81.68
R3 87.21 85.17 80.81
R2 84.02 84.02 80.51
R1 81.98 81.98 80.22 81.41
PP 80.83 80.83 80.83 80.55
S1 78.79 78.79 79.64 78.22
S2 77.64 77.64 79.35
S3 74.45 75.60 79.05
S4 71.26 72.41 78.18
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 82.88 79.69 3.19 4.0% 1.82 2.3% 8% True True 10,764
10 86.59 79.69 6.90 8.6% 2.11 2.6% 3% False True 9,220
20 88.54 79.69 8.85 11.1% 2.29 2.9% 3% False True 8,920
40 106.17 79.69 26.48 33.1% 2.04 2.5% 1% False True 7,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.44
2.618 91.23
1.618 88.04
1.000 86.07
0.618 84.85
HIGH 82.88
0.618 81.66
0.500 81.29
0.382 80.91
LOW 79.69
0.618 77.72
1.000 76.50
1.618 74.53
2.618 71.34
4.250 66.13
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 81.29 81.29
PP 80.83 80.83
S1 80.38 80.38

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

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