NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 91.35 93.30 1.95 2.1% 88.80
High 94.08 93.41 -0.67 -0.7% 94.08
Low 91.25 91.81 0.56 0.6% 88.10
Close 93.83 92.71 -1.12 -1.2% 92.71
Range 2.83 1.60 -1.23 -43.5% 5.98
ATR 2.52 2.49 -0.04 -1.4% 0.00
Volume 51,312 75,742 24,430 47.6% 257,715
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 97.44 96.68 93.59
R3 95.84 95.08 93.15
R2 94.24 94.24 93.00
R1 93.48 93.48 92.86 93.06
PP 92.64 92.64 92.64 92.44
S1 91.88 91.88 92.56 91.46
S2 91.04 91.04 92.42
S3 89.44 90.28 92.27
S4 87.84 88.68 91.83
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 109.57 107.12 96.00
R3 103.59 101.14 94.35
R2 97.61 97.61 93.81
R1 95.16 95.16 93.26 96.39
PP 91.63 91.63 91.63 92.24
S1 89.18 89.18 92.16 90.41
S2 85.65 85.65 91.61
S3 79.67 83.20 91.07
S4 73.69 77.22 89.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.08 88.10 5.98 6.5% 1.93 2.1% 77% False False 51,543
10 94.08 85.43 8.65 9.3% 2.02 2.2% 84% False False 45,922
20 94.08 79.12 14.96 16.1% 2.54 2.7% 91% False False 47,693
40 94.08 79.12 14.96 16.1% 2.58 2.8% 91% False False 47,723
60 107.29 79.12 28.17 30.4% 2.38 2.6% 48% False False 47,646
80 108.90 79.12 29.78 32.1% 2.24 2.4% 46% False False 46,107
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.21
2.618 97.60
1.618 96.00
1.000 95.01
0.618 94.40
HIGH 93.41
0.618 92.80
0.500 92.61
0.382 92.42
LOW 91.81
0.618 90.82
1.000 90.21
1.618 89.22
2.618 87.62
4.250 85.01
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 92.68 92.49
PP 92.64 92.27
S1 92.61 92.05

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

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