NYMEX Light Sweet Crude Oil Future August 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 85.50 83.44 -2.06 -2.4% 85.70
High 85.89 84.75 -1.14 -1.3% 86.91
Low 82.36 82.60 0.24 0.3% 81.39
Close 83.60 84.35 0.75 0.9% 84.33
Range 3.53 2.15 -1.38 -39.1% 5.52
ATR 2.53 2.51 -0.03 -1.1% 0.00
Volume 167,571 268,450 100,879 60.2% 521,279
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.35 89.50 85.53
R3 88.20 87.35 84.94
R2 86.05 86.05 84.74
R1 85.20 85.20 84.55 85.63
PP 83.90 83.90 83.90 84.11
S1 83.05 83.05 84.15 83.48
S2 81.75 81.75 83.96
S3 79.60 80.90 83.76
S4 77.45 78.75 83.17
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 100.77 98.07 87.37
R3 95.25 92.55 85.85
R2 89.73 89.73 85.34
R1 87.03 87.03 84.84 85.62
PP 84.21 84.21 84.21 83.51
S1 81.51 81.51 83.82 80.10
S2 78.69 78.69 83.32
S3 73.17 75.99 82.81
S4 67.65 70.47 81.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.89 82.36 3.53 4.2% 2.21 2.6% 56% False False 151,724
10 87.32 81.39 5.93 7.0% 2.75 3.3% 50% False False 117,887
20 93.57 81.39 12.18 14.4% 2.59 3.1% 24% False False 83,124
40 106.99 81.39 25.60 30.3% 2.29 2.7% 12% False False 60,471
60 108.87 81.39 27.48 32.6% 2.16 2.6% 11% False False 48,081
80 111.38 81.39 29.99 35.6% 2.11 2.5% 10% False False 41,191
100 111.38 81.39 29.99 35.6% 1.99 2.4% 10% False False 35,660
120 111.38 81.39 29.99 35.6% 1.90 2.3% 10% False False 30,848
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.89
2.618 90.38
1.618 88.23
1.000 86.90
0.618 86.08
HIGH 84.75
0.618 83.93
0.500 83.68
0.382 83.42
LOW 82.60
0.618 81.27
1.000 80.45
1.618 79.12
2.618 76.97
4.250 73.46
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 84.13 84.28
PP 83.90 84.20
S1 83.68 84.13

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

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