NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 84.65 85.57 0.92 1.1% 86.89
High 86.04 86.06 0.02 0.0% 88.20
Low 83.89 82.56 -1.33 -1.6% 82.76
Close 85.67 83.04 -2.63 -3.1% 85.58
Range 2.15 3.50 1.35 62.8% 5.44
ATR 2.40 2.48 0.08 3.3% 0.00
Volume 34,166 40,134 5,968 17.5% 223,065
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 94.39 92.21 84.97
R3 90.89 88.71 84.00
R2 87.39 87.39 83.68
R1 85.21 85.21 83.36 84.55
PP 83.89 83.89 83.89 83.56
S1 81.71 81.71 82.72 81.05
S2 80.39 80.39 82.40
S3 76.89 78.21 82.08
S4 73.39 74.71 81.12
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.83 99.15 88.57
R3 96.39 93.71 87.08
R2 90.95 90.95 86.58
R1 88.27 88.27 86.08 86.89
PP 85.51 85.51 85.51 84.83
S1 82.83 82.83 85.08 81.45
S2 80.07 80.07 84.58
S3 74.63 77.39 84.08
S4 69.19 71.95 82.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.11 82.56 4.55 5.5% 2.45 2.9% 11% False True 35,526
10 88.47 82.56 5.91 7.1% 2.77 3.3% 8% False True 44,626
20 93.44 82.56 10.88 13.1% 2.56 3.1% 4% False True 45,811
40 107.29 82.56 24.73 29.8% 2.25 2.7% 2% False True 46,458
60 109.39 82.56 26.83 32.3% 2.10 2.5% 2% False True 44,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.94
2.618 95.22
1.618 91.72
1.000 89.56
0.618 88.22
HIGH 86.06
0.618 84.72
0.500 84.31
0.382 83.90
LOW 82.56
0.618 80.40
1.000 79.06
1.618 76.90
2.618 73.40
4.250 67.69
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 84.31 84.84
PP 83.89 84.24
S1 83.46 83.64

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

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