NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 84.90 84.15 -0.75 -0.9% 84.83
High 85.42 85.83 0.41 0.5% 88.47
Low 83.75 83.87 0.12 0.1% 82.71
Close 84.17 85.39 1.22 1.4% 85.77
Range 1.67 1.96 0.29 17.4% 5.76
ATR 2.47 2.43 -0.04 -1.5% 0.00
Volume 44,558 37,172 -7,386 -16.6% 292,529
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.91 90.11 86.47
R3 88.95 88.15 85.93
R2 86.99 86.99 85.75
R1 86.19 86.19 85.57 86.59
PP 85.03 85.03 85.03 85.23
S1 84.23 84.23 85.21 84.63
S2 83.07 83.07 85.03
S3 81.11 82.27 84.85
S4 79.15 80.31 84.31
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 102.93 100.11 88.94
R3 97.17 94.35 87.35
R2 91.41 91.41 86.83
R1 88.59 88.59 86.30 90.00
PP 85.65 85.65 85.65 86.36
S1 82.83 82.83 85.24 84.24
S2 79.89 79.89 84.71
S3 74.13 77.07 84.19
S4 68.37 71.31 82.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.20 82.76 5.44 6.4% 2.83 3.3% 48% False False 48,783
10 88.47 82.71 5.76 6.7% 2.84 3.3% 47% False False 54,026
20 95.35 82.71 12.64 14.8% 2.42 2.8% 21% False False 47,488
40 107.29 82.71 24.58 28.8% 2.13 2.5% 11% False False 46,989
60 110.02 82.71 27.31 32.0% 2.05 2.4% 10% False False 45,064
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 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.16
2.618 90.96
1.618 89.00
1.000 87.79
0.618 87.04
HIGH 85.83
0.618 85.08
0.500 84.85
0.382 84.62
LOW 83.87
0.618 82.66
1.000 81.91
1.618 80.70
2.618 78.74
4.250 75.54
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 85.21 85.03
PP 85.03 84.66
S1 84.85 84.30

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

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