NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 82.19 84.15 1.96 2.4% 84.19
High 84.58 84.76 0.18 0.2% 87.85
Low 82.19 83.08 0.89 1.1% 82.13
Close 84.20 83.48 -0.72 -0.9% 85.03
Range 2.39 1.68 -0.71 -29.7% 5.72
ATR 2.49 2.43 -0.06 -2.3% 0.00
Volume 24,884 19,319 -5,565 -22.4% 108,182
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.81 87.83 84.40
R3 87.13 86.15 83.94
R2 85.45 85.45 83.79
R1 84.47 84.47 83.63 84.12
PP 83.77 83.77 83.77 83.60
S1 82.79 82.79 83.33 82.44
S2 82.09 82.09 83.17
S3 80.41 81.11 83.02
S4 78.73 79.43 82.56
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 102.16 99.32 88.18
R3 96.44 93.60 86.60
R2 90.72 90.72 86.08
R1 87.88 87.88 85.55 89.30
PP 85.00 85.00 85.00 85.72
S1 82.16 82.16 84.51 83.58
S2 79.28 79.28 83.98
S3 73.56 76.44 83.46
S4 67.84 70.72 81.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.85 82.07 5.78 6.9% 3.09 3.7% 24% False False 25,687
10 89.14 82.07 7.07 8.5% 2.83 3.4% 20% False False 21,457
20 95.35 82.07 13.28 15.9% 2.39 2.9% 11% False False 17,148
40 107.12 82.07 25.05 30.0% 2.07 2.5% 6% False False 15,117
60 109.50 82.07 27.43 32.9% 1.95 2.3% 5% False False 13,185
80 110.65 82.07 28.58 34.2% 1.86 2.2% 5% False False 12,617
100 110.65 82.07 28.58 34.2% 1.66 2.0% 5% False False 11,306
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 0.62
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 91.90
2.618 89.16
1.618 87.48
1.000 86.44
0.618 85.80
HIGH 84.76
0.618 84.12
0.500 83.92
0.382 83.72
LOW 83.08
0.618 82.04
1.000 81.40
1.618 80.36
2.618 78.68
4.250 75.94
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 83.92 84.79
PP 83.77 84.35
S1 83.63 83.92

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

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