NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 87.03 87.32 0.29 0.3% 86.61
High 88.52 87.93 -0.59 -0.7% 90.71
Low 86.58 85.97 -0.61 -0.7% 84.24
Close 88.11 86.16 -1.95 -2.2% 86.59
Range 1.94 1.96 0.02 1.0% 6.47
ATR 2.60 2.57 -0.03 -1.3% 0.00
Volume 8,866 6,607 -2,259 -25.5% 43,494
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.57 91.32 87.24
R3 90.61 89.36 86.70
R2 88.65 88.65 86.52
R1 87.40 87.40 86.34 87.05
PP 86.69 86.69 86.69 86.51
S1 85.44 85.44 85.98 85.09
S2 84.73 84.73 85.80
S3 82.77 83.48 85.62
S4 80.81 81.52 85.08
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 85.97 4.74 5.5% 2.40 2.8% 4% False True 9,437
10 90.71 79.69 11.02 12.8% 2.68 3.1% 59% False False 9,960
20 90.71 79.69 11.02 12.8% 2.37 2.8% 59% False False 9,045
40 97.00 79.69 17.31 20.1% 2.20 2.6% 37% False False 7,663
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.26
2.618 93.06
1.618 91.10
1.000 89.89
0.618 89.14
HIGH 87.93
0.618 87.18
0.500 86.95
0.382 86.72
LOW 85.97
0.618 84.76
1.000 84.01
1.618 82.80
2.618 80.84
4.250 77.64
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 86.95 87.25
PP 86.69 86.88
S1 86.42 86.52

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

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