NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 80.62 81.68 1.06 1.3% 86.54
High 81.90 82.00 0.10 0.1% 86.54
Low 80.03 78.83 -1.20 -1.5% 78.84
Close 81.46 79.01 -2.45 -3.0% 80.94
Range 1.87 3.17 1.30 69.5% 7.70
ATR 2.32 2.38 0.06 2.6% 0.00
Volume 17,036 21,618 4,582 26.9% 98,464
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.46 87.40 80.75
R3 86.29 84.23 79.88
R2 83.12 83.12 79.59
R1 81.06 81.06 79.30 80.51
PP 79.95 79.95 79.95 79.67
S1 77.89 77.89 78.72 77.34
S2 76.78 76.78 78.43
S3 73.61 74.72 78.14
S4 70.44 71.55 77.27
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 82.00 78.83 3.17 4.0% 2.25 2.9% 6% True True 20,543
10 86.54 78.83 7.71 9.8% 2.43 3.1% 2% False True 18,888
20 88.11 78.83 9.28 11.7% 2.56 3.2% 2% False True 17,686
40 106.34 78.83 27.51 34.8% 2.25 2.8% 1% False True 13,460
60 107.15 78.83 28.32 35.8% 1.93 2.4% 1% False True 11,711
80 109.80 78.83 30.97 39.2% 1.82 2.3% 1% False True 10,467
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 0.42
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 95.47
2.618 90.30
1.618 87.13
1.000 85.17
0.618 83.96
HIGH 82.00
0.618 80.79
0.500 80.42
0.382 80.04
LOW 78.83
0.618 76.87
1.000 75.66
1.618 73.70
2.618 70.53
4.250 65.36
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 80.42 80.42
PP 79.95 79.95
S1 79.48 79.48

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

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