NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 90.62 90.63 0.01 0.0% 87.03
High 91.30 91.70 0.40 0.4% 89.66
Low 89.56 90.40 0.84 0.9% 85.97
Close 91.09 91.59 0.50 0.5% 89.24
Range 1.74 1.30 -0.44 -25.3% 3.69
ATR 2.36 2.29 -0.08 -3.2% 0.00
Volume 10,327 15,300 4,973 48.2% 45,379
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.13 94.66 92.31
R3 93.83 93.36 91.95
R2 92.53 92.53 91.83
R1 92.06 92.06 91.71 92.30
PP 91.23 91.23 91.23 91.35
S1 90.76 90.76 91.47 91.00
S2 89.93 89.93 91.35
S3 88.63 89.46 91.23
S4 87.33 88.16 90.88
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 99.36 97.99 91.27
R3 95.67 94.30 90.25
R2 91.98 91.98 89.92
R1 90.61 90.61 89.58 91.30
PP 88.29 88.29 88.29 88.63
S1 86.92 86.92 88.90 87.61
S2 84.60 84.60 88.56
S3 80.91 83.23 88.23
S4 77.22 79.54 87.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.70 86.38 5.32 5.8% 1.72 1.9% 98% True False 10,475
10 91.70 85.97 5.73 6.3% 1.88 2.1% 98% True False 10,186
20 91.70 79.69 12.01 13.1% 2.36 2.6% 99% True False 10,512
40 93.90 79.69 14.21 15.5% 2.22 2.4% 84% False False 8,614
60 107.14 79.69 27.45 30.0% 1.99 2.2% 43% False False 7,422
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 0.36
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 97.23
2.618 95.10
1.618 93.80
1.000 93.00
0.618 92.50
HIGH 91.70
0.618 91.20
0.500 91.05
0.382 90.90
LOW 90.40
0.618 89.60
1.000 89.10
1.618 88.30
2.618 87.00
4.250 84.88
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 91.41 91.13
PP 91.23 90.67
S1 91.05 90.22

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

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