NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 84.36 81.08 -3.28 -3.9% 85.70
High 84.72 81.20 -3.52 -4.2% 86.91
Low 80.86 77.93 -2.93 -3.6% 81.39
Close 81.45 78.20 -3.25 -4.0% 84.33
Range 3.86 3.27 -0.59 -15.3% 5.52
ATR 2.60 2.67 0.07 2.5% 0.00
Volume 401,962 364,589 -37,373 -9.3% 521,279
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.92 86.83 80.00
R3 85.65 83.56 79.10
R2 82.38 82.38 78.80
R1 80.29 80.29 78.50 79.70
PP 79.11 79.11 79.11 78.82
S1 77.02 77.02 77.90 76.43
S2 75.84 75.84 77.60
S3 72.57 73.75 77.30
S4 69.30 70.48 76.40
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 77.93 7.96 10.2% 2.84 3.6% 3% False True 264,537
10 86.91 77.93 8.98 11.5% 2.89 3.7% 3% False True 181,356
20 92.52 77.93 14.59 18.7% 2.72 3.5% 2% False True 118,205
40 106.99 77.93 29.06 37.2% 2.41 3.1% 1% False True 78,545
60 108.24 77.93 30.31 38.8% 2.25 2.9% 1% False True 60,447
80 111.38 77.93 33.45 42.8% 2.15 2.8% 1% False True 50,026
100 111.38 77.93 33.45 42.8% 2.04 2.6% 1% False True 43,221
120 111.38 77.93 33.45 42.8% 1.95 2.5% 1% False True 37,199
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.10
2.618 89.76
1.618 86.49
1.000 84.47
0.618 83.22
HIGH 81.20
0.618 79.95
0.500 79.57
0.382 79.18
LOW 77.93
0.618 75.91
1.000 74.66
1.618 72.64
2.618 69.37
4.250 64.03
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 79.57 81.34
PP 79.11 80.29
S1 78.66 79.25

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

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