NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 79.81 86.21 6.40 8.0% 81.26
High 86.52 86.21 -0.31 -0.4% 86.52
Low 79.80 83.34 3.54 4.4% 78.83
Close 86.21 84.98 -1.23 -1.4% 86.21
Range 6.72 2.87 -3.85 -57.3% 7.69
ATR 2.75 2.76 0.01 0.3% 0.00
Volume 24,723 24,237 -486 -2.0% 98,461
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.45 92.09 86.56
R3 90.58 89.22 85.77
R2 87.71 87.71 85.51
R1 86.35 86.35 85.24 85.60
PP 84.84 84.84 84.84 84.47
S1 83.48 83.48 84.72 82.73
S2 81.97 81.97 84.45
S3 79.10 80.61 84.19
S4 76.23 77.74 83.40
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.92 104.26 90.44
R3 99.23 96.57 88.32
R2 91.54 91.54 87.62
R1 88.88 88.88 86.91 90.21
PP 83.85 83.85 83.85 84.52
S1 81.19 81.19 85.51 82.52
S2 76.16 76.16 84.80
S3 68.47 73.50 84.10
S4 60.78 65.81 81.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.52 78.83 7.69 9.0% 3.15 3.7% 80% False False 20,718
10 86.52 78.83 7.69 9.0% 2.96 3.5% 80% False False 21,315
20 88.11 78.83 9.28 10.9% 2.70 3.2% 66% False False 19,124
40 99.31 78.83 20.48 24.1% 2.32 2.7% 30% False False 14,154
60 107.15 78.83 28.32 33.3% 2.02 2.4% 22% False False 12,286
80 109.80 78.83 30.97 36.4% 1.91 2.2% 20% False False 10,860
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.41
2.618 93.72
1.618 90.85
1.000 89.08
0.618 87.98
HIGH 86.21
0.618 85.11
0.500 84.78
0.382 84.44
LOW 83.34
0.618 81.57
1.000 80.47
1.618 78.70
2.618 75.83
4.250 71.14
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 84.91 84.21
PP 84.84 83.44
S1 84.78 82.68

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

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