NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 19-Jun-2012

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	85.09	83.06	-2.03	-2.4%	85.72
High	85.60	84.41	-1.19	-1.4%	86.64
Low	82.04	82.28	0.24	0.3%	81.07
Close	83.27	84.03	0.76	0.9%	84.03
Range	3.56	2.13	-1.43	-40.2%	5.57
ATR	2.57	2.54	-0.03	-1.2%	0.00
Volume	202,203	76,782	-125,421	-62.0%	1,348,563

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	89.96	89.13	85.20
R3	87.83	87.00	84.62
R2	85.70	85.70	84.42
R1	84.87	84.87	84.23	85.29
PP	83.57	83.57	83.57	83.78
S1	82.74	82.74	83.83	83.16
S2	81.44	81.44	83.64
S3	79.31	80.61	83.44
S4	77.18	78.48	82.86

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.62	97.90	87.09
R3	95.05	92.33	85.56
R2	89.48	89.48	85.05
R1	86.76	86.76	84.54	85.34
PP	83.91	83.91	83.91	83.20
S1	81.19	81.19	83.52	79.77
S2	78.34	78.34	83.01
S3	72.77	75.62	82.50
S4	67.20	70.05	80.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.60	82.04	3.56	4.2%	2.22	2.6%	56%	False	False	205,770
10	87.03	81.07	5.96	7.1%	2.78	3.3%	50%	False	False	249,746
20	93.30	81.07	12.23	14.6%	2.61	3.1%	24%	False	False	254,139
40	106.77	81.07	25.70	30.6%	2.34	2.8%	12%	False	False	172,269
60	108.63	81.07	27.56	32.8%	2.22	2.6%	11%	False	False	128,995
80	111.49	81.07	30.42	36.2%	2.21	2.6%	10%	False	False	104,739
100	111.49	81.07	30.42	36.2%	2.10	2.5%	10%	False	False	88,884
120	111.49	81.07	30.42	36.2%	2.08	2.5%	10%	False	False	75,766

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.46
2.618	89.99
1.618	87.86
1.000	86.54
0.618	85.73
HIGH	84.41
0.618	83.60
0.500	83.35
0.382	83.09
LOW	82.28
0.618	80.96
1.000	80.15
1.618	78.83
2.618	76.70
4.250	73.23

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	83.80	83.96
PP	83.57	83.89
S1	83.35	83.82

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols