NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 87.81 87.95 0.14 0.2% 87.35
High 89.13 88.47 -0.66 -0.7% 90.89
Low 87.27 86.75 -0.52 -0.6% 84.97
Close 88.74 86.84 -1.90 -2.1% 87.28
Range 1.86 1.72 -0.14 -7.5% 5.92
ATR 2.25 2.23 -0.02 -0.8% 0.00
Volume 3,978 5,134 1,156 29.1% 35,338
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.51 91.40 87.79
R3 90.79 89.68 87.31
R2 89.07 89.07 87.16
R1 87.96 87.96 87.00 87.66
PP 87.35 87.35 87.35 87.20
S1 86.24 86.24 86.68 85.94
S2 85.63 85.63 86.52
S3 83.91 84.52 86.37
S4 82.19 82.80 85.89
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 105.47 102.30 90.54
R3 99.55 96.38 88.91
R2 93.63 93.63 88.37
R1 90.46 90.46 87.82 89.09
PP 87.71 87.71 87.71 87.03
S1 84.54 84.54 86.74 83.17
S2 81.79 81.79 86.19
S3 75.87 78.62 85.65
S4 69.95 72.70 84.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.89 86.75 4.14 4.8% 2.18 2.5% 2% False True 6,735
10 90.89 80.62 10.27 11.8% 2.48 2.9% 61% False False 6,706
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.78
2.618 92.97
1.618 91.25
1.000 90.19
0.618 89.53
HIGH 88.47
0.618 87.81
0.500 87.61
0.382 87.41
LOW 86.75
0.618 85.69
1.000 85.03
1.618 83.97
2.618 82.25
4.250 79.44
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 87.61 87.94
PP 87.35 87.57
S1 87.10 87.21

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

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