NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 84.55 83.85 -0.70 -0.8% 83.19
High 85.08 85.50 0.42 0.5% 88.11
Low 83.42 83.50 0.08 0.1% 82.57
Close 83.83 85.08 1.25 1.5% 85.41
Range 1.66 2.00 0.34 20.5% 5.54
ATR 2.32 2.29 -0.02 -1.0% 0.00
Volume 19,063 22,745 3,682 19.3% 64,734
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.69 89.89 86.18
R3 88.69 87.89 85.63
R2 86.69 86.69 85.45
R1 85.89 85.89 85.26 86.29
PP 84.69 84.69 84.69 84.90
S1 83.89 83.89 84.90 84.29
S2 82.69 82.69 84.71
S3 80.69 81.89 84.53
S4 78.69 79.89 83.98
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.98 99.24 88.46
R3 96.44 93.70 86.93
R2 90.90 90.90 86.43
R1 88.16 88.16 85.92 89.53
PP 85.36 85.36 85.36 86.05
S1 82.62 82.62 84.90 83.99
S2 79.82 79.82 84.39
S3 74.28 77.08 83.89
S4 68.74 71.54 82.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.75 82.48 5.27 6.2% 2.72 3.2% 49% False False 22,409
10 88.11 82.48 5.63 6.6% 2.70 3.2% 46% False False 16,483
20 94.93 82.48 12.45 14.6% 2.24 2.6% 21% False False 12,045
40 107.15 82.48 24.67 29.0% 1.91 2.2% 11% False False 10,735
60 109.21 82.48 26.73 31.4% 1.81 2.1% 10% False False 9,549
80 110.08 82.48 27.60 32.4% 1.67 2.0% 9% False False 9,131
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.00
2.618 90.74
1.618 88.74
1.000 87.50
0.618 86.74
HIGH 85.50
0.618 84.74
0.500 84.50
0.382 84.26
LOW 83.50
0.618 82.26
1.000 81.50
1.618 80.26
2.618 78.26
4.250 75.00
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 84.89 84.72
PP 84.69 84.35
S1 84.50 83.99

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

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