NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 85.30 89.20 3.90 4.6% 81.60
High 89.60 90.36 0.76 0.8% 86.99
Low 85.10 88.04 2.94 3.5% 79.12
Close 89.22 88.82 -0.40 -0.4% 86.67
Range 4.50 2.32 -2.18 -48.4% 7.87
ATR 2.95 2.91 -0.05 -1.5% 0.00
Volume 40,271 57,765 17,494 43.4% 206,695
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 96.03 94.75 90.10
R3 93.71 92.43 89.46
R2 91.39 91.39 89.25
R1 90.11 90.11 89.03 89.59
PP 89.07 89.07 89.07 88.82
S1 87.79 87.79 88.61 87.27
S2 86.75 86.75 88.39
S3 84.43 85.47 88.18
S4 82.11 83.15 87.54
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 90.36 79.12 11.24 12.7% 3.96 4.5% 86% True False 52,505
10 90.36 79.12 11.24 12.7% 3.09 3.5% 86% True False 52,155
20 90.36 79.12 11.24 12.7% 2.93 3.3% 86% True False 48,390
40 99.00 79.12 19.88 22.4% 2.53 2.8% 49% False False 46,523
60 107.29 79.12 28.17 31.7% 2.27 2.6% 34% False False 47,120
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.22
2.618 96.43
1.618 94.11
1.000 92.68
0.618 91.79
HIGH 90.36
0.618 89.47
0.500 89.20
0.382 88.93
LOW 88.04
0.618 86.61
1.000 85.72
1.618 84.29
2.618 81.97
4.250 78.18
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 89.20 88.24
PP 89.07 87.66
S1 88.95 87.08

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

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