NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 82.62 80.68 -1.94 -2.3% 81.36
High 82.88 87.35 4.47 5.4% 87.35
Low 79.69 80.68 0.99 1.2% 79.69
Close 79.93 87.13 7.20 9.0% 87.13
Range 3.19 6.67 3.48 109.1% 7.66
ATR 2.16 2.53 0.38 17.5% 0.00
Volume 8,213 11,694 3,481 42.4% 50,438
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 105.06 102.77 90.80
R3 98.39 96.10 88.96
R2 91.72 91.72 88.35
R1 89.43 89.43 87.74 90.58
PP 85.05 85.05 85.05 85.63
S1 82.76 82.76 86.52 83.91
S2 78.38 78.38 85.91
S3 71.71 76.09 85.30
S4 65.04 69.42 83.46
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 107.70 105.08 91.34
R3 100.04 97.42 89.24
R2 92.38 92.38 88.53
R1 89.76 89.76 87.83 91.07
PP 84.72 84.72 84.72 85.38
S1 82.10 82.10 86.43 83.41
S2 77.06 77.06 85.73
S3 69.40 74.44 85.02
S4 61.74 66.78 82.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.35 79.69 7.66 8.8% 2.74 3.1% 97% True False 10,087
10 87.35 79.69 7.66 8.8% 2.68 3.1% 97% True False 9,744
20 88.54 79.69 8.85 10.2% 2.43 2.8% 84% False False 9,118
40 103.38 79.69 23.69 27.2% 2.14 2.5% 31% False False 7,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 115.70
2.618 104.81
1.618 98.14
1.000 94.02
0.618 91.47
HIGH 87.35
0.618 84.80
0.500 84.02
0.382 83.23
LOW 80.68
0.618 76.56
1.000 74.01
1.618 69.89
2.618 63.22
4.250 52.33
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 86.09 85.93
PP 85.05 84.72
S1 84.02 83.52

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

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