NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 86.50 85.30 -1.20 -1.4% 81.60
High 86.54 89.60 3.06 3.5% 86.99
Low 83.79 85.10 1.31 1.6% 79.12
Close 85.43 89.22 3.79 4.4% 86.67
Range 2.75 4.50 1.75 63.6% 7.87
ATR 2.83 2.95 0.12 4.2% 0.00
Volume 69,213 40,271 -28,942 -41.8% 206,695
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 101.47 99.85 91.70
R3 96.97 95.35 90.46
R2 92.47 92.47 90.05
R1 90.85 90.85 89.63 91.66
PP 87.97 87.97 87.97 88.38
S1 86.35 86.35 88.81 87.16
S2 83.47 83.47 88.40
S3 78.97 81.85 87.98
S4 74.47 77.35 86.75
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 107.87 105.14 91.00
R3 100.00 97.27 88.83
R2 92.13 92.13 88.11
R1 89.40 89.40 87.39 90.77
PP 84.26 84.26 84.26 84.94
S1 81.53 81.53 85.95 82.90
S2 76.39 76.39 85.23
S3 68.52 73.66 84.51
S4 60.65 65.79 82.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.60 79.12 10.48 11.7% 3.89 4.4% 96% True False 48,477
10 89.60 79.12 10.48 11.7% 3.21 3.6% 96% True False 50,392
20 89.60 79.12 10.48 11.7% 2.93 3.3% 96% True False 48,055
40 99.41 79.12 20.29 22.7% 2.53 2.8% 50% False False 46,347
60 107.29 79.12 28.17 31.6% 2.27 2.5% 36% False False 46,558
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.73
2.618 101.38
1.618 96.88
1.000 94.10
0.618 92.38
HIGH 89.60
0.618 87.88
0.500 87.35
0.382 86.82
LOW 85.10
0.618 82.32
1.000 80.60
1.618 77.82
2.618 73.32
4.250 65.98
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 88.60 87.77
PP 87.97 86.33
S1 87.35 84.88

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

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