NYMEX Light Sweet Crude Oil Future November 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 85.43 86.54 1.11 1.3% 87.06
High 85.85 86.54 0.69 0.8% 87.75
Low 84.69 83.39 -1.30 -1.5% 82.48
Close 85.24 84.56 -0.68 -0.8% 85.24
Range 1.16 3.15 1.99 171.6% 5.27
ATR 2.21 2.28 0.07 3.0% 0.00
Volume 16,684 8,006 -8,678 -52.0% 107,760
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 94.28 92.57 86.29
R3 91.13 89.42 85.43
R2 87.98 87.98 85.14
R1 86.27 86.27 84.85 85.55
PP 84.83 84.83 84.83 84.47
S1 83.12 83.12 84.27 82.40
S2 81.68 81.68 83.98
S3 78.53 79.97 83.69
S4 75.38 76.82 82.83
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 100.97 98.37 88.14
R3 95.70 93.10 86.69
R2 90.43 90.43 86.21
R1 87.83 87.83 85.72 86.50
PP 85.16 85.16 85.16 84.49
S1 82.56 82.56 84.76 81.23
S2 79.89 79.89 84.27
S3 74.62 77.29 83.79
S4 69.35 72.02 82.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.54 82.48 4.06 4.8% 2.06 2.4% 51% True False 17,724
10 88.11 82.48 5.63 6.7% 2.44 2.9% 37% False False 16,933
20 94.19 82.48 11.71 13.8% 2.31 2.7% 18% False False 12,332
40 107.15 82.48 24.67 29.2% 1.96 2.3% 8% False False 10,883
60 109.21 82.48 26.73 31.6% 1.83 2.2% 8% False False 9,730
80 110.08 82.48 27.60 32.6% 1.70 2.0% 8% False False 9,246
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 0.41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.93
2.618 94.79
1.618 91.64
1.000 89.69
0.618 88.49
HIGH 86.54
0.618 85.34
0.500 84.97
0.382 84.59
LOW 83.39
0.618 81.44
1.000 80.24
1.618 78.29
2.618 75.14
4.250 70.00
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 84.97 84.97
PP 84.83 84.83
S1 84.70 84.70

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

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