NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 79.51 79.89 0.38 0.5% 85.40
High 80.06 81.27 1.21 1.5% 86.15
Low 78.77 79.09 0.32 0.4% 77.92
Close 79.77 80.61 0.84 1.1% 80.14
Range 1.29 2.18 0.89 69.0% 8.23
ATR 2.54 2.52 -0.03 -1.0% 0.00
Volume 54,026 51,965 -2,061 -3.8% 263,682
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.86 85.92 81.81
R3 84.68 83.74 81.21
R2 82.50 82.50 81.01
R1 81.56 81.56 80.81 82.03
PP 80.32 80.32 80.32 80.56
S1 79.38 79.38 80.41 79.85
S2 78.14 78.14 80.21
S3 75.96 77.20 80.01
S4 73.78 75.02 79.41
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.09 101.35 84.67
R3 97.86 93.12 82.40
R2 89.63 89.63 81.65
R1 84.89 84.89 80.89 83.15
PP 81.40 81.40 81.40 80.53
S1 76.66 76.66 79.39 74.92
S2 73.17 73.17 78.63
S3 64.94 68.43 77.88
S4 56.71 60.20 75.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.61 77.92 3.69 4.6% 2.44 3.0% 73% False False 62,356
10 86.15 77.92 8.23 10.2% 2.50 3.1% 33% False False 51,762
20 88.90 77.92 10.98 13.6% 2.72 3.4% 24% False False 48,441
40 106.73 77.92 28.81 35.7% 2.46 3.1% 9% False False 39,128
60 107.12 77.92 29.20 36.2% 2.18 2.7% 9% False False 34,596
80 109.84 77.92 31.92 39.6% 2.09 2.6% 8% False False 30,430
100 110.87 77.92 32.95 40.9% 1.98 2.5% 8% False False 28,031
120 110.87 77.92 32.95 40.9% 1.92 2.4% 8% False False 24,924
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.54
2.618 86.98
1.618 84.80
1.000 83.45
0.618 82.62
HIGH 81.27
0.618 80.44
0.500 80.18
0.382 79.92
LOW 79.09
0.618 77.74
1.000 76.91
1.618 75.56
2.618 73.38
4.250 69.83
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 80.47 80.36
PP 80.32 80.10
S1 80.18 79.85

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

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