NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 80.78 81.19 0.41 0.5% 86.10
High 81.33 82.34 1.01 1.2% 87.11
Low 80.09 80.36 0.27 0.3% 79.19
Close 81.04 81.88 0.84 1.0% 81.32
Range 1.24 1.98 0.74 59.7% 7.92
ATR 2.43 2.40 -0.03 -1.3% 0.00
Volume 27,976 37,624 9,648 34.5% 250,102
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 87.47 86.65 82.97
R3 85.49 84.67 82.42
R2 83.51 83.51 82.24
R1 82.69 82.69 82.06 83.10
PP 81.53 81.53 81.53 81.73
S1 80.71 80.71 81.70 81.12
S2 79.55 79.55 81.52
S3 77.57 78.73 81.34
S4 75.59 76.75 80.79
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 82.84 79.19 3.65 4.5% 2.23 2.7% 74% False False 51,805
10 87.11 79.19 7.92 9.7% 2.34 2.9% 34% False False 43,666
20 89.60 79.19 10.41 12.7% 2.61 3.2% 26% False False 49,388
40 106.92 79.19 27.73 33.9% 2.37 2.9% 10% False False 48,188
60 107.53 79.19 28.34 34.6% 2.10 2.6% 9% False False 45,939
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.76
2.618 87.52
1.618 85.54
1.000 84.32
0.618 83.56
HIGH 82.34
0.618 81.58
0.500 81.35
0.382 81.12
LOW 80.36
0.618 79.14
1.000 78.38
1.618 77.16
2.618 75.18
4.250 71.95
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 81.70 81.59
PP 81.53 81.30
S1 81.35 81.02

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

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