NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 80.17 80.62 0.45 0.6% 86.54
High 80.89 81.90 1.01 1.2% 86.54
Low 79.78 80.03 0.25 0.3% 78.84
Close 80.63 81.46 0.83 1.0% 80.94
Range 1.11 1.87 0.76 68.5% 7.70
ATR 2.35 2.32 -0.03 -1.5% 0.00
Volume 15,978 17,036 1,058 6.6% 98,464
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.74 85.97 82.49
R3 84.87 84.10 81.97
R2 83.00 83.00 81.80
R1 82.23 82.23 81.63 82.62
PP 81.13 81.13 81.13 81.32
S1 80.36 80.36 81.29 80.75
S2 79.26 79.26 81.12
S3 77.39 78.49 80.95
S4 75.52 76.62 80.43
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 82.30 78.84 3.46 4.2% 2.25 2.8% 76% False False 23,079
10 86.54 78.84 7.70 9.5% 2.31 2.8% 34% False False 19,001
20 89.26 78.84 10.42 12.8% 2.51 3.1% 25% False False 16,955
40 106.76 78.84 27.92 34.3% 2.19 2.7% 9% False False 13,219
60 107.35 78.84 28.51 35.0% 1.90 2.3% 9% False False 11,453
80 109.80 78.84 30.96 38.0% 1.79 2.2% 8% False False 10,253
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.85
2.618 86.80
1.618 84.93
1.000 83.77
0.618 83.06
HIGH 81.90
0.618 81.19
0.500 80.97
0.382 80.74
LOW 80.03
0.618 78.87
1.000 78.16
1.618 77.00
2.618 75.13
4.250 72.08
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 81.30 81.17
PP 81.13 80.89
S1 80.97 80.60

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

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