NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 82.09 82.39 0.30 0.4% 86.92
High 82.44 83.34 0.90 1.1% 87.00
Low 81.54 82.39 0.85 1.0% 80.89
Close 82.22 83.06 0.84 1.0% 82.32
Range 0.90 0.95 0.05 5.6% 6.11
ATR
Volume 3,363 6,589 3,226 95.9% 29,011
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 85.78 85.37 83.58
R3 84.83 84.42 83.32
R2 83.88 83.88 83.23
R1 83.47 83.47 83.15 83.68
PP 82.93 82.93 82.93 83.03
S1 82.52 82.52 82.97 82.73
S2 81.98 81.98 82.89
S3 81.03 81.57 82.80
S4 80.08 80.62 82.54
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 83.64 80.89 2.75 3.3% 1.18 1.4% 79% False False 6,564
10 87.00 80.89 6.11 7.4% 1.29 1.6% 36% False False 5,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.38
2.618 85.83
1.618 84.88
1.000 84.29
0.618 83.93
HIGH 83.34
0.618 82.98
0.500 82.87
0.382 82.75
LOW 82.39
0.618 81.80
1.000 81.44
1.618 80.85
2.618 79.90
4.250 78.35
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 83.00 82.76
PP 82.93 82.45
S1 82.87 82.15

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

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