NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 92.07 88.80 -3.27 -3.6% 88.80
High 92.53 89.98 -2.55 -2.8% 94.08
Low 88.83 88.35 -0.48 -0.5% 88.10
Close 89.08 89.43 0.35 0.4% 92.71
Range 3.70 1.63 -2.07 -55.9% 5.98
ATR 2.59 2.52 -0.07 -2.6% 0.00
Volume 42,912 41,503 -1,409 -3.3% 257,715
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.14 93.42 90.33
R3 92.51 91.79 89.88
R2 90.88 90.88 89.73
R1 90.16 90.16 89.58 90.52
PP 89.25 89.25 89.25 89.44
S1 88.53 88.53 89.28 88.89
S2 87.62 87.62 89.13
S3 85.99 86.90 88.98
S4 84.36 85.27 88.53
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 88.35 5.73 6.4% 2.22 2.5% 19% False True 52,555
10 94.08 85.89 8.19 9.2% 2.12 2.4% 43% False False 46,043
20 94.08 79.12 14.96 16.7% 2.57 2.9% 69% False False 46,421
40 94.08 79.12 14.96 16.7% 2.64 3.0% 69% False False 47,868
60 107.29 79.12 28.17 31.5% 2.43 2.7% 37% False False 47,554
80 107.68 79.12 28.56 31.9% 2.24 2.5% 36% False False 46,179
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.91
2.618 94.25
1.618 92.62
1.000 91.61
0.618 90.99
HIGH 89.98
0.618 89.36
0.500 89.17
0.382 88.97
LOW 88.35
0.618 87.34
1.000 86.72
1.618 85.71
2.618 84.08
4.250 81.42
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 89.34 90.88
PP 89.25 90.40
S1 89.17 89.91

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

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