NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 89.71 90.56 0.85 0.9% 85.92
High 90.89 91.35 0.46 0.5% 89.21
Low 89.00 90.01 1.01 1.1% 85.43
Close 90.67 91.20 0.53 0.6% 88.76
Range 1.89 1.34 -0.55 -29.1% 3.78
ATR 2.58 2.49 -0.09 -3.4% 0.00
Volume 44,060 51,310 7,250 16.5% 201,506
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.87 94.38 91.94
R3 93.53 93.04 91.57
R2 92.19 92.19 91.45
R1 91.70 91.70 91.32 91.95
PP 90.85 90.85 90.85 90.98
S1 90.36 90.36 91.08 90.61
S2 89.51 89.51 90.95
S3 88.17 89.02 90.83
S4 86.83 87.68 90.46
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 99.14 97.73 90.84
R3 95.36 93.95 89.80
R2 91.58 91.58 89.45
R1 90.17 90.17 89.11 90.88
PP 87.80 87.80 87.80 88.15
S1 86.39 86.39 88.41 87.10
S2 84.02 84.02 88.07
S3 80.24 82.61 87.72
S4 76.46 78.83 86.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.35 85.90 5.45 6.0% 1.84 2.0% 97% True False 42,457
10 91.35 85.43 5.92 6.5% 2.10 2.3% 97% True False 44,659
20 91.35 79.12 12.23 13.4% 2.66 2.9% 99% True False 47,526
40 94.37 79.12 15.25 16.7% 2.57 2.8% 79% False False 46,500
60 107.29 79.12 28.17 30.9% 2.35 2.6% 43% False False 46,662
80 109.39 79.12 30.27 33.2% 2.21 2.4% 40% False False 45,331
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.45
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 97.05
2.618 94.86
1.618 93.52
1.000 92.69
0.618 92.18
HIGH 91.35
0.618 90.84
0.500 90.68
0.382 90.52
LOW 90.01
0.618 89.18
1.000 88.67
1.618 87.84
2.618 86.50
4.250 84.32
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 91.03 90.71
PP 90.85 90.22
S1 90.68 89.73

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

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