NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 84.40 84.76 0.36 0.4% 84.04
High 86.00 86.13 0.13 0.2% 88.76
Low 84.40 84.76 0.36 0.4% 84.04
Close 84.75 85.88 1.13 1.3% 86.36
Range 1.60 1.37 -0.23 -14.4% 4.72
ATR 1.60 1.58 -0.02 -1.0% 0.00
Volume 3,838 3,318 -520 -13.5% 24,801
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.70 89.16 86.63
R3 88.33 87.79 86.26
R2 86.96 86.96 86.13
R1 86.42 86.42 86.01 86.69
PP 85.59 85.59 85.59 85.73
S1 85.05 85.05 85.75 85.32
S2 84.22 84.22 85.63
S3 82.85 83.68 85.50
S4 81.48 82.31 85.13
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 100.55 98.17 88.96
R3 95.83 93.45 87.66
R2 91.11 91.11 87.23
R1 88.73 88.73 86.79 89.92
PP 86.39 86.39 86.39 86.98
S1 84.01 84.01 85.93 85.20
S2 81.67 81.67 85.49
S3 76.95 79.29 85.06
S4 72.23 74.57 83.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.63 84.00 2.63 3.1% 1.59 1.8% 71% False False 4,705
10 88.76 84.00 4.76 5.5% 1.63 1.9% 39% False False 4,754
20 95.20 84.00 11.20 13.0% 1.16 1.4% 17% False False 3,766
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.95
2.618 89.72
1.618 88.35
1.000 87.50
0.618 86.98
HIGH 86.13
0.618 85.61
0.500 85.45
0.382 85.28
LOW 84.76
0.618 83.91
1.000 83.39
1.618 82.54
2.618 81.17
4.250 78.94
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 85.74 85.68
PP 85.59 85.47
S1 85.45 85.27

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

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