NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 85.23 82.20 -3.03 -3.6% 87.06
High 85.69 82.30 -3.39 -4.0% 87.75
Low 82.17 79.17 -3.00 -3.7% 82.48
Close 82.65 79.40 -3.25 -3.9% 85.24
Range 3.52 3.13 -0.39 -11.1% 5.27
ATR 2.35 2.43 0.08 3.4% 0.00
Volume 10,137 34,301 24,164 238.4% 107,760
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.68 87.67 81.12
R3 86.55 84.54 80.26
R2 83.42 83.42 79.97
R1 81.41 81.41 79.69 80.85
PP 80.29 80.29 80.29 80.01
S1 78.28 78.28 79.11 77.72
S2 77.16 77.16 78.83
S3 74.03 75.15 78.54
S4 70.90 72.02 77.68
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 79.17 7.37 9.3% 2.60 3.3% 3% False True 17,234
10 87.75 79.17 8.58 10.8% 2.66 3.4% 3% False True 19,821
20 93.25 79.17 14.08 17.7% 2.46 3.1% 2% False True 14,416
40 107.15 79.17 27.98 35.2% 2.10 2.6% 1% False True 11,916
60 108.69 79.17 29.52 37.2% 1.92 2.4% 1% False True 10,438
80 109.80 79.17 30.63 38.6% 1.75 2.2% 1% False True 9,566
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.60
2.618 90.49
1.618 87.36
1.000 85.43
0.618 84.23
HIGH 82.30
0.618 81.10
0.500 80.74
0.382 80.37
LOW 79.17
0.618 77.24
1.000 76.04
1.618 74.11
2.618 70.98
4.250 65.87
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 80.74 82.43
PP 80.29 81.42
S1 79.85 80.41

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

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