NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 87.95 87.60 -0.35 -0.4% 87.35
High 88.47 89.02 0.55 0.6% 90.89
Low 86.75 87.60 0.85 1.0% 84.97
Close 86.84 88.66 1.82 2.1% 87.28
Range 1.72 1.42 -0.30 -17.4% 5.92
ATR 2.23 2.23 0.00 -0.2% 0.00
Volume 5,134 4,409 -725 -14.1% 35,338
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.69 92.09 89.44
R3 91.27 90.67 89.05
R2 89.85 89.85 88.92
R1 89.25 89.25 88.79 89.55
PP 88.43 88.43 88.43 88.58
S1 87.83 87.83 88.53 88.13
S2 87.01 87.01 88.40
S3 85.59 86.41 88.27
S4 84.17 84.99 87.88
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 4.7% 1.74 2.0% 46% False False 5,832
10 90.89 80.62 10.27 11.6% 2.53 2.9% 78% False False 6,811
20 90.89 80.62 10.27 11.6% 1.94 2.2% 78% False False 6,090
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 95.06
2.618 92.74
1.618 91.32
1.000 90.44
0.618 89.90
HIGH 89.02
0.618 88.48
0.500 88.31
0.382 88.14
LOW 87.60
0.618 86.72
1.000 86.18
1.618 85.30
2.618 83.88
4.250 81.57
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 88.54 88.42
PP 88.43 88.18
S1 88.31 87.94

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

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