NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 83.00 80.78 -2.22 -2.7% 86.83
High 83.26 82.25 -1.01 -1.2% 86.88
Low 80.63 80.76 0.13 0.2% 80.63
Close 80.63 82.03 1.40 1.7% 82.03
Range 2.63 1.49 -1.14 -43.3% 6.25
ATR 1.81 1.80 -0.01 -0.8% 0.00
Volume 8,940 9,564 624 7.0% 30,844
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.15 85.58 82.85
R3 84.66 84.09 82.44
R2 83.17 83.17 82.30
R1 82.60 82.60 82.17 82.89
PP 81.68 81.68 81.68 81.82
S1 81.11 81.11 81.89 81.40
S2 80.19 80.19 81.76
S3 78.70 79.62 81.62
S4 77.21 78.13 81.21
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.93 98.23 85.47
R3 95.68 91.98 83.75
R2 89.43 89.43 83.18
R1 85.73 85.73 82.60 84.46
PP 83.18 83.18 83.18 82.54
S1 79.48 79.48 81.46 78.21
S2 76.93 76.93 80.88
S3 70.68 73.23 80.31
S4 64.43 66.98 78.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.88 80.63 6.25 7.6% 2.29 2.8% 22% False False 6,168
10 86.88 80.63 6.25 7.6% 1.86 2.3% 22% False False 5,162
20 93.50 80.63 12.87 15.7% 1.54 1.9% 11% False False 4,611
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.58
2.618 86.15
1.618 84.66
1.000 83.74
0.618 83.17
HIGH 82.25
0.618 81.68
0.500 81.51
0.382 81.33
LOW 80.76
0.618 79.84
1.000 79.27
1.618 78.35
2.618 76.86
4.250 74.43
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 81.86 83.62
PP 81.68 83.09
S1 81.51 82.56

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

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