NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 84.85 85.40 0.55 0.6% 86.33
High 85.37 86.15 0.78 0.9% 87.23
Low 84.03 82.68 -1.35 -1.6% 81.70
Close 84.63 83.93 -0.70 -0.8% 84.63
Range 1.34 3.47 2.13 159.0% 5.53
ATR 2.42 2.49 0.08 3.1% 0.00
Volume 46,530 35,961 -10,569 -22.7% 258,130
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 94.66 92.77 85.84
R3 91.19 89.30 84.88
R2 87.72 87.72 84.57
R1 85.83 85.83 84.25 85.04
PP 84.25 84.25 84.25 83.86
S1 82.36 82.36 83.61 81.57
S2 80.78 80.78 83.29
S3 77.31 78.89 82.98
S4 73.84 75.42 82.02
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.11 98.40 87.67
R3 95.58 92.87 86.15
R2 90.05 90.05 85.64
R1 87.34 87.34 85.14 85.93
PP 84.52 84.52 84.52 83.82
S1 81.81 81.81 84.12 80.40
S2 78.99 78.99 83.62
S3 73.46 76.28 83.11
S4 67.93 70.75 81.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.15 81.70 4.45 5.3% 2.26 2.7% 50% True False 47,151
10 87.62 81.70 5.92 7.1% 2.65 3.2% 38% False False 46,031
20 93.88 81.70 12.18 14.5% 2.54 3.0% 18% False False 37,290
40 107.12 81.70 25.42 30.3% 2.25 2.7% 9% False False 32,922
60 109.41 81.70 27.71 33.0% 2.12 2.5% 8% False False 29,939
80 110.87 81.70 29.17 34.8% 2.04 2.4% 8% False False 27,612
100 110.87 81.70 29.17 34.8% 1.91 2.3% 8% False False 24,918
120 110.87 81.70 29.17 34.8% 1.83 2.2% 8% False False 22,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.90
2.618 95.23
1.618 91.76
1.000 89.62
0.618 88.29
HIGH 86.15
0.618 84.82
0.500 84.42
0.382 84.01
LOW 82.68
0.618 80.54
1.000 79.21
1.618 77.07
2.618 73.60
4.250 67.93
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 84.42 84.42
PP 84.25 84.25
S1 84.09 84.09

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

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