NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 82.20 79.74 -2.46 -3.0% 86.54
High 82.30 81.50 -0.80 -1.0% 86.54
Low 79.17 78.84 -0.33 -0.4% 78.84
Close 79.40 80.94 1.54 1.9% 80.94
Range 3.13 2.66 -0.47 -15.0% 7.70
ATR 2.43 2.45 0.02 0.7% 0.00
Volume 34,301 28,977 -5,324 -15.5% 98,464
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.41 87.33 82.40
R3 85.75 84.67 81.67
R2 83.09 83.09 81.43
R1 82.01 82.01 81.18 82.55
PP 80.43 80.43 80.43 80.70
S1 79.35 79.35 80.70 79.89
S2 77.77 77.77 80.45
S3 75.11 76.69 80.21
S4 72.45 74.03 79.48
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 105.21 100.77 85.18
R3 97.51 93.07 83.06
R2 89.81 89.81 82.35
R1 85.37 85.37 81.65 83.74
PP 82.11 82.11 82.11 81.29
S1 77.67 77.67 80.23 76.04
S2 74.41 74.41 79.53
S3 66.71 69.97 78.82
S4 59.01 62.27 76.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.54 78.84 7.70 9.5% 2.90 3.6% 27% False True 19,692
10 87.75 78.84 8.91 11.0% 2.68 3.3% 24% False True 20,622
20 93.25 78.84 14.41 17.8% 2.53 3.1% 15% False True 15,356
40 107.15 78.84 28.31 35.0% 2.14 2.6% 7% False True 12,367
60 107.55 78.84 28.71 35.5% 1.94 2.4% 7% False True 10,857
80 109.80 78.84 30.96 38.3% 1.76 2.2% 7% False True 9,850
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.81
2.618 88.46
1.618 85.80
1.000 84.16
0.618 83.14
HIGH 81.50
0.618 80.48
0.500 80.17
0.382 79.86
LOW 78.84
0.618 77.20
1.000 76.18
1.618 74.54
2.618 71.88
4.250 67.54
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 80.68 82.27
PP 80.43 81.82
S1 80.17 81.38

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

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