NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 90.63 92.34 1.71 1.9% 87.03
High 91.70 94.33 2.63 2.9% 89.66
Low 90.40 92.16 1.76 1.9% 85.97
Close 91.59 94.15 2.56 2.8% 89.24
Range 1.30 2.17 0.87 66.9% 3.69
ATR 2.29 2.32 0.03 1.4% 0.00
Volume 15,300 10,233 -5,067 -33.1% 45,379
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 100.06 99.27 95.34
R3 97.89 97.10 94.75
R2 95.72 95.72 94.55
R1 94.93 94.93 94.35 95.33
PP 93.55 93.55 93.55 93.74
S1 92.76 92.76 93.95 93.16
S2 91.38 91.38 93.75
S3 89.21 90.59 93.55
S4 87.04 88.42 92.96
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 94.33 87.99 6.34 6.7% 1.74 1.9% 97% True False 10,510
10 94.33 85.97 8.36 8.9% 1.90 2.0% 98% True False 9,886
20 94.33 79.69 14.64 15.5% 2.30 2.4% 99% True False 10,806
40 94.33 79.69 14.64 15.5% 2.24 2.4% 99% True False 8,772
60 107.14 79.69 27.45 29.2% 2.02 2.1% 53% False False 7,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 103.55
2.618 100.01
1.618 97.84
1.000 96.50
0.618 95.67
HIGH 94.33
0.618 93.50
0.500 93.25
0.382 92.99
LOW 92.16
0.618 90.82
1.000 89.99
1.618 88.65
2.618 86.48
4.250 82.94
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 93.85 93.42
PP 93.55 92.68
S1 93.25 91.95

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

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