NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 81.60 82.09 0.49 0.6% 86.92
High 81.95 82.44 0.49 0.6% 87.00
Low 80.95 81.54 0.59 0.7% 80.89
Close 81.93 82.22 0.29 0.4% 82.32
Range 1.00 0.90 -0.10 -10.0% 6.11
ATR
Volume 5,661 3,363 -2,298 -40.6% 29,011
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.77 84.39 82.72
R3 83.87 83.49 82.47
R2 82.97 82.97 82.39
R1 82.59 82.59 82.30 82.78
PP 82.07 82.07 82.07 82.16
S1 81.69 81.69 82.14 81.88
S2 81.17 81.17 82.06
S3 80.27 80.79 81.97
S4 79.37 79.89 81.73
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.73 98.14 85.68
R3 95.62 92.03 84.00
R2 89.51 89.51 83.44
R1 85.92 85.92 82.88 84.66
PP 83.40 83.40 83.40 82.78
S1 79.81 79.81 81.76 78.55
S2 77.29 77.29 81.20
S3 71.18 73.70 80.64
S4 65.07 67.59 78.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.40 80.89 5.51 6.7% 1.54 1.9% 24% False False 6,028
10 87.00 80.89 6.11 7.4% 1.34 1.6% 22% False False 5,369
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.27
2.618 84.80
1.618 83.90
1.000 83.34
0.618 83.00
HIGH 82.44
0.618 82.10
0.500 81.99
0.382 81.88
LOW 81.54
0.618 80.98
1.000 80.64
1.618 80.08
2.618 79.18
4.250 77.72
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 82.14 82.05
PP 82.07 81.87
S1 81.99 81.70

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

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