NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 83.67 87.16 3.49 4.2% 80.20
High 88.04 88.98 0.94 1.1% 85.34
Low 83.33 86.50 3.17 3.8% 77.28
Close 87.66 87.22 -0.44 -0.5% 84.96
Range 4.71 2.48 -2.23 -47.3% 8.06
ATR 3.11 3.06 -0.04 -1.4% 0.00
Volume 331 411 80 24.2% 1,433,164
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.01 93.59 88.58
R3 92.53 91.11 87.90
R2 90.05 90.05 87.67
R1 88.63 88.63 87.45 89.34
PP 87.57 87.57 87.57 87.92
S1 86.15 86.15 86.99 86.86
S2 85.09 85.09 86.77
S3 82.61 83.67 86.54
S4 80.13 81.19 85.86
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.71 103.89 89.39
R3 98.65 95.83 87.18
R2 90.59 90.59 86.44
R1 87.77 87.77 85.70 89.18
PP 82.53 82.53 82.53 83.23
S1 79.71 79.71 84.22 81.12
S2 74.47 74.47 83.48
S3 66.41 71.65 82.74
S4 58.35 63.59 80.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.98 77.28 11.70 13.4% 4.15 4.8% 85% True False 197,529
10 88.98 77.28 11.70 13.4% 3.31 3.8% 85% True False 235,011
20 88.98 77.28 11.70 13.4% 3.11 3.6% 85% True False 193,912
40 98.28 77.28 21.00 24.1% 2.66 3.1% 47% False False 120,015
60 106.99 77.28 29.71 34.1% 2.41 2.8% 33% False False 90,576
80 109.69 77.28 32.41 37.2% 2.30 2.6% 31% False False 72,746
100 111.38 77.28 34.10 39.1% 2.18 2.5% 29% False False 61,811
120 111.38 77.28 34.10 39.1% 2.06 2.4% 29% False False 53,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.52
2.618 95.47
1.618 92.99
1.000 91.46
0.618 90.51
HIGH 88.98
0.618 88.03
0.500 87.74
0.382 87.45
LOW 86.50
0.618 84.97
1.000 84.02
1.618 82.49
2.618 80.01
4.250 75.96
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 87.74 86.66
PP 87.57 86.10
S1 87.39 85.54

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

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