NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 80.68 86.61 5.93 7.4% 81.36
High 87.35 86.61 -0.74 -0.8% 87.35
Low 80.68 84.24 3.56 4.4% 79.69
Close 87.13 85.86 -1.27 -1.5% 87.13
Range 6.67 2.37 -4.30 -64.5% 7.66
ATR 2.53 2.56 0.03 1.0% 0.00
Volume 11,694 11,780 86 0.7% 50,438
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.68 91.64 87.16
R3 90.31 89.27 86.51
R2 87.94 87.94 86.29
R1 86.90 86.90 86.08 86.24
PP 85.57 85.57 85.57 85.24
S1 84.53 84.53 85.64 83.87
S2 83.20 83.20 85.43
S3 80.83 82.16 85.21
S4 78.46 79.79 84.56
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 8.9% 2.96 3.4% 81% False False 10,483
10 87.35 79.69 7.66 8.9% 2.66 3.1% 81% False False 10,460
20 88.54 79.69 8.85 10.3% 2.42 2.8% 70% False False 9,187
40 99.53 79.69 19.84 23.1% 2.09 2.4% 31% False False 7,266
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.68
2.618 92.81
1.618 90.44
1.000 88.98
0.618 88.07
HIGH 86.61
0.618 85.70
0.500 85.43
0.382 85.15
LOW 84.24
0.618 82.78
1.000 81.87
1.618 80.41
2.618 78.04
4.250 74.17
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 85.72 85.08
PP 85.57 84.30
S1 85.43 83.52

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

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