NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 87.60 87.88 0.28 0.3% 87.35
High 89.02 89.00 -0.02 0.0% 90.89
Low 87.60 87.03 -0.57 -0.7% 84.97
Close 88.66 88.88 0.22 0.2% 87.28
Range 1.42 1.97 0.55 38.7% 5.92
ATR 2.23 2.21 -0.02 -0.8% 0.00
Volume 4,409 7,341 2,932 66.5% 35,338
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.21 93.52 89.96
R3 92.24 91.55 89.42
R2 90.27 90.27 89.24
R1 89.58 89.58 89.06 89.93
PP 88.30 88.30 88.30 88.48
S1 87.61 87.61 88.70 87.96
S2 86.33 86.33 88.52
S3 84.36 85.64 88.34
S4 82.39 83.67 87.80
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 89.13 86.75 2.38 2.7% 1.82 2.0% 89% False False 5,262
10 90.89 80.62 10.27 11.6% 2.64 3.0% 80% False False 6,886
20 90.89 80.62 10.27 11.6% 1.96 2.2% 80% False False 6,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.37
2.618 94.16
1.618 92.19
1.000 90.97
0.618 90.22
HIGH 89.00
0.618 88.25
0.500 88.02
0.382 87.78
LOW 87.03
0.618 85.81
1.000 85.06
1.618 83.84
2.618 81.87
4.250 78.66
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 88.59 88.55
PP 88.30 88.22
S1 88.02 87.89

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

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