NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 89.25 88.28 -0.97 -1.1% 86.61
High 90.71 88.50 -2.21 -2.4% 90.71
Low 88.68 86.25 -2.43 -2.7% 84.24
Close 89.26 86.59 -2.67 -3.0% 86.59
Range 2.03 2.25 0.22 10.8% 6.47
ATR 2.62 2.65 0.03 1.1% 0.00
Volume 13,232 9,278 -3,954 -29.9% 43,494
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.86 92.48 87.83
R3 91.61 90.23 87.21
R2 89.36 89.36 87.00
R1 87.98 87.98 86.80 87.55
PP 87.11 87.11 87.11 86.90
S1 85.73 85.73 86.38 85.30
S2 84.86 84.86 86.18
S3 82.61 83.48 85.97
S4 80.36 81.23 85.35
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.59 103.06 90.15
R3 100.12 96.59 88.37
R2 93.65 93.65 87.78
R1 90.12 90.12 87.18 88.65
PP 87.18 87.18 87.18 86.45
S1 83.65 83.65 86.00 82.18
S2 80.71 80.71 85.40
S3 74.24 77.18 84.81
S4 67.77 70.71 83.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.71 80.68 10.03 11.6% 3.42 4.0% 59% False False 11,037
10 90.71 79.69 11.02 12.7% 2.62 3.0% 63% False False 10,901
20 90.71 79.69 11.02 12.7% 2.53 2.9% 63% False False 9,488
40 99.04 79.69 19.35 22.3% 2.16 2.5% 36% False False 7,538
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.06
2.618 94.39
1.618 92.14
1.000 90.75
0.618 89.89
HIGH 88.50
0.618 87.64
0.500 87.38
0.382 87.11
LOW 86.25
0.618 84.86
1.000 84.00
1.618 82.61
2.618 80.36
4.250 76.69
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 87.38 88.44
PP 87.11 87.82
S1 86.85 87.21

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

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