NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 79.85 81.60 1.75 2.2% 86.10
High 81.82 81.75 -0.07 -0.1% 87.11
Low 79.19 79.69 0.50 0.6% 79.19
Close 81.32 80.83 -0.49 -0.6% 81.32
Range 2.63 2.06 -0.57 -21.7% 7.92
ATR 2.56 2.52 -0.04 -1.4% 0.00
Volume 64,035 45,817 -18,218 -28.5% 250,102
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.94 85.94 81.96
R3 84.88 83.88 81.40
R2 82.82 82.82 81.21
R1 81.82 81.82 81.02 81.29
PP 80.76 80.76 80.76 80.49
S1 79.76 79.76 80.64 79.23
S2 78.70 78.70 80.45
S3 76.64 77.70 80.26
S4 74.58 75.64 79.70
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.30 101.73 85.68
R3 98.38 93.81 83.50
R2 90.46 90.46 82.77
R1 85.89 85.89 82.05 84.22
PP 82.54 82.54 82.54 81.70
S1 77.97 77.97 80.59 76.30
S2 74.62 74.62 79.87
S3 66.70 70.05 79.14
S4 58.78 62.13 76.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.06 79.19 6.87 8.5% 2.71 3.4% 24% False False 53,545
10 87.11 79.19 7.92 9.8% 2.43 3.0% 21% False False 46,229
20 93.44 79.19 14.25 17.6% 2.71 3.4% 12% False False 49,315
40 107.29 79.19 28.10 34.8% 2.36 2.9% 6% False False 48,121
60 107.68 79.19 28.49 35.2% 2.13 2.6% 6% False False 46,099
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.51
2.618 87.14
1.618 85.08
1.000 83.81
0.618 83.02
HIGH 81.75
0.618 80.96
0.500 80.72
0.382 80.48
LOW 79.69
0.618 78.42
1.000 77.63
1.618 76.36
2.618 74.30
4.250 70.94
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 80.79 81.02
PP 80.76 80.95
S1 80.72 80.89

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

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