NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 88.28 87.03 -1.25 -1.4% 86.61
High 88.50 88.52 0.02 0.0% 90.71
Low 86.25 86.58 0.33 0.4% 84.24
Close 86.59 88.11 1.52 1.8% 86.59
Range 2.25 1.94 -0.31 -13.8% 6.47
ATR 2.65 2.60 -0.05 -1.9% 0.00
Volume 9,278 8,866 -412 -4.4% 43,494
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.56 92.77 89.18
R3 91.62 90.83 88.64
R2 89.68 89.68 88.47
R1 88.89 88.89 88.29 89.29
PP 87.74 87.74 87.74 87.93
S1 86.95 86.95 87.93 87.35
S2 85.80 85.80 87.75
S3 83.86 85.01 87.58
S4 81.92 83.07 87.04
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 84.24 6.47 7.3% 2.48 2.8% 60% False False 10,472
10 90.71 79.69 11.02 12.5% 2.61 3.0% 76% False False 10,279
20 90.71 79.69 11.02 12.5% 2.50 2.8% 76% False False 9,505
40 98.58 79.69 18.89 21.4% 2.18 2.5% 45% False False 7,600
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.77
2.618 93.60
1.618 91.66
1.000 90.46
0.618 89.72
HIGH 88.52
0.618 87.78
0.500 87.55
0.382 87.32
LOW 86.58
0.618 85.38
1.000 84.64
1.618 83.44
2.618 81.50
4.250 78.34
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 87.92 88.48
PP 87.74 88.36
S1 87.55 88.23

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

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