NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 86.16 84.87 -1.29 -1.5% 85.70
High 86.59 87.21 0.62 0.7% 89.65
Low 84.46 84.87 0.41 0.5% 82.89
Close 84.69 86.56 1.87 2.2% 85.21
Range 2.13 2.34 0.21 9.9% 6.76
ATR 2.85 2.82 -0.02 -0.8% 0.00
Volume 30,372 27,811 -2,561 -8.4% 171,072
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.23 92.24 87.85
R3 90.89 89.90 87.20
R2 88.55 88.55 86.99
R1 87.56 87.56 86.77 88.06
PP 86.21 86.21 86.21 86.46
S1 85.22 85.22 86.35 85.72
S2 83.87 83.87 86.13
S3 81.53 82.88 85.92
S4 79.19 80.54 85.27
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.20 102.46 88.93
R3 99.44 95.70 87.07
R2 92.68 92.68 86.45
R1 88.94 88.94 85.83 87.43
PP 85.92 85.92 85.92 85.16
S1 82.18 82.18 84.59 80.67
S2 79.16 79.16 83.97
S3 72.40 75.42 83.35
S4 65.64 68.66 81.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.65 84.46 5.19 6.0% 2.39 2.8% 40% False False 37,013
10 89.65 78.16 11.49 13.3% 3.15 3.6% 73% False False 35,641
20 89.65 78.16 11.49 13.3% 2.76 3.2% 73% False False 31,545
40 96.58 78.16 18.42 21.3% 2.59 3.0% 46% False False 24,228
60 107.12 78.16 28.96 33.5% 2.30 2.7% 29% False False 20,543
80 109.80 78.16 31.64 36.6% 2.15 2.5% 27% False False 17,653
100 110.65 78.16 32.49 37.5% 2.03 2.4% 26% False False 16,297
120 110.65 78.16 32.49 37.5% 1.85 2.1% 26% False False 14,559
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.16
2.618 93.34
1.618 91.00
1.000 89.55
0.618 88.66
HIGH 87.21
0.618 86.32
0.500 86.04
0.382 85.76
LOW 84.87
0.618 83.42
1.000 82.53
1.618 81.08
2.618 78.74
4.250 74.93
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 86.39 86.32
PP 86.21 86.08
S1 86.04 85.84

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

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