NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 83.06 84.04 0.98 1.2% 85.72
High 84.41 84.34 -0.07 -0.1% 86.64
Low 82.28 80.91 -1.37 -1.7% 81.07
Close 84.03 81.80 -2.23 -2.7% 84.03
Range 2.13 3.43 1.30 61.0% 5.57
ATR 2.54 2.60 0.06 2.5% 0.00
Volume 76,782 26,143 -50,639 -66.0% 1,348,563
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 92.64 90.65 83.69
R3 89.21 87.22 82.74
R2 85.78 85.78 82.43
R1 83.79 83.79 82.11 83.07
PP 82.35 82.35 82.35 81.99
S1 80.36 80.36 81.49 79.64
S2 78.92 78.92 81.17
S3 75.49 76.93 80.86
S4 72.06 73.50 79.91
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 80.91 4.69 5.7% 2.53 3.1% 19% False True 153,204
10 87.03 80.91 6.12 7.5% 2.90 3.5% 15% False True 223,388
20 92.21 80.91 11.30 13.8% 2.68 3.3% 8% False True 244,672
40 106.77 80.91 25.86 31.6% 2.39 2.9% 3% False True 171,969
60 108.63 80.91 27.72 33.9% 2.26 2.8% 3% False True 128,951
80 111.49 80.91 30.58 37.4% 2.23 2.7% 3% False True 104,360
100 111.49 80.91 30.58 37.4% 2.13 2.6% 3% False True 89,058
120 111.49 80.91 30.58 37.4% 2.09 2.6% 3% False True 75,968
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.92
2.618 93.32
1.618 89.89
1.000 87.77
0.618 86.46
HIGH 84.34
0.618 83.03
0.500 82.63
0.382 82.22
LOW 80.91
0.618 78.79
1.000 77.48
1.618 75.36
2.618 71.93
4.250 66.33
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 82.63 83.26
PP 82.35 82.77
S1 82.08 82.29

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

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